+15.8%
FXI vs MULL
+1,230.7%
-1,214.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.2% |
| 7D | -4.2% | +24.5% | -28.7% | -5.1% |
| 30D | -1.1% | -35.5% | +34.4% | -0.1% |
| 3M | -4.0% | -44.8% | +40.8% | -2.7% |
| 6M | -11.8% | -45.5% | +33.6% | -13.7% |
| YTD | -11.9% | +232.5% | -244.4% | -25.3% |
| 1Y | -16.1% | +343.3% | -359.4% | -30.9% |
| All | +15.8% | +1,230.7% | -1,214.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling