+97.5%
FOXA vs MLM
+181.4%
-83.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.7% |
| 7D | +7.9% | -3.8% | +11.7% | +9.3% |
| 30D | +8.5% | +11.0% | -2.5% | +4.5% |
| 3M | +6.2% | -3.1% | +9.2% | +7.1% |
| 6M | +8.0% | -9.8% | +17.8% | +10.7% |
| YTD | -6.5% | -14.4% | +7.9% | -3.1% |
| 1Y | +3.6% | -12.6% | +16.1% | +6.5% |
| 3Y | +136.0% | +19.7% | +116.3% | +110.0% |
| 5Y | +77.7% | +29.8% | +48.0% | +49.0% |
| All | +97.5% | +181.4% | -83.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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