+423.4%
MMM vs FXI
+213.2%
+210.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.2% | +5.7% | +0.5% | +4.4% |
| 30D | +14.2% | +4.6% | +9.6% | +12.6% |
| 3M | +2.9% | -2.8% | +5.7% | +3.7% |
| 6M | +27.6% | -6.1% | +33.6% | +29.8% |
| YTD | +17.3% | -8.0% | +25.3% | +20.1% |
| 1Y | +15.1% | -11.3% | +26.4% | +19.2% |
| 3Y | +157.1% | +42.6% | +114.5% | +122.2% |
| 5Y | +45.1% | -0.1% | +45.2% | +36.3% |
| 10Y | +83.9% | +22.7% | +61.1% | +56.7% |
| All | +423.4% | +213.2% | +210.2% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling