+14.7%
FXI vs MXL
+313.4%
-298.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | -0.5% |
| 7D | -3.9% | +18.9% | -22.7% | -5.9% |
| 30D | -2.1% | +0.3% | -2.4% | -2.6% |
| 3M | -0.5% | -8.0% | +7.6% | -2.5% |
| 6M | -4.5% | +341.2% | -345.8% | -29.3% |
| YTD | -9.2% | +327.8% | -337.1% | -32.8% |
| 1Y | -13.8% | +364.9% | -378.7% | -37.5% |
| 3Y | +36.6% | +229.2% | -192.7% | -4.9% |
| 5Y | -6.7% | +42.8% | -49.4% | -27.4% |
| All | +14.7% | +313.4% | -298.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling