+53.8%
MMM vs FXI
+14.7%
+39.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | +0.1% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -8.0% | -3.2% | -4.8% | -7.2% |
| 3M | +9.4% | +1.7% | +7.7% | +8.6% |
| 6M | +10.2% | -1.6% | +11.8% | +10.5% |
| YTD | +6.1% | -7.9% | +14.0% | +8.4% |
| 1Y | +10.8% | -9.6% | +20.4% | +13.7% |
| 3Y | +104.8% | +40.5% | +64.3% | +81.4% |
| 5Y | +27.0% | -6.2% | +33.3% | +27.0% |
| 10Y | +53.8% | +14.2% | +39.6% | +39.1% |
| All | +53.8% | +14.7% | +39.1% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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