+79.6%
MMM vs FXI
+19.2%
+60.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +7.0% | +3.7% | +3.3% | +5.9% |
| 30D | +18.4% | +0.5% | +17.9% | +18.2% |
| 3M | +4.5% | -5.7% | +10.2% | +6.1% |
| 6M | +33.4% | -6.9% | +40.3% | +35.8% |
| YTD | +20.0% | -9.5% | +29.4% | +23.0% |
| 1Y | +15.0% | -14.0% | +29.0% | +19.7% |
| 3Y | +165.0% | +44.5% | +120.5% | +132.5% |
| 5Y | +47.9% | -2.8% | +50.7% | +45.7% |
| 10Y | +79.6% | +20.3% | +59.3% | +64.2% |
| All | +79.6% | +19.2% | +60.4% | +64.2% |
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