According to Pew Research, the United States lost a net total of 140,000 Mexican residents between 2009 and 2014. During that period, roughly one million immigrants and their families returned to Mexico (Pew’s data included U.S.-born children), whereas only 860,000 Mexicans were recorded as having arrived in the United States.
The principal cause for this dramatic reversal, Pew suggests, is the 2007-09 recession, which mitigated the financial incentives that propel many Mexicans northward. (For reference: Between 1995 and 2000, as NAFTA began to take effect, some three million Mexicans crossed the border into the U.S., according to Pew.)