+89.5%
FOXA vs MLM
+41.9%
+47.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.7% |
| 7D | -4.0% | -2.9% | -1.1% | -3.3% |
| 30D | +12.0% | -6.8% | +18.8% | +13.8% |
| 3M | +0.3% | -11.2% | +11.5% | +2.6% |
| 6M | +12.5% | -21.8% | +34.3% | +18.8% |
| YTD | -9.6% | -17.0% | +7.3% | -6.4% |
| 1Y | +8.6% | -16.4% | +25.0% | +12.1% |
| 3Y | +118.5% | +14.5% | +104.1% | +100.9% |
| All | +89.5% | +41.9% | +47.5% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling