+433.2%
MMM vs FXI
+210.6%
+222.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +5.8% | +4.4% | +1.4% | +4.4% |
| 30D | +17.9% | +1.2% | +16.7% | +17.5% |
| 3M | +3.6% | -4.2% | +7.8% | +4.9% |
| 6M | +32.9% | -6.2% | +39.1% | +35.2% |
| YTD | +19.5% | -8.8% | +28.3% | +22.6% |
| 1Y | +16.5% | -11.6% | +28.2% | +20.8% |
| 3Y | +167.2% | +45.1% | +122.0% | +129.5% |
| 5Y | +48.2% | -1.2% | +49.4% | +39.7% |
| 10Y | +83.0% | +20.1% | +63.0% | +57.1% |
| All | +433.2% | +210.6% | +222.6% | +208.7% |
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