+41.6%
FOXA vs MULL
+2,366.2%
-2,324.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.3% | +11.4% | +2.2% |
| 7D | -3.7% | +3.6% | -7.3% | -3.8% |
| 30D | +5.4% | +22.0% | -16.7% | +5.0% |
| 3M | -3.7% | -8.6% | +4.9% | -5.1% |
| 6M | +12.6% | +248.5% | -236.0% | +2.4% |
| YTD | -10.0% | +516.3% | -526.3% | -21.8% |
| 1Y | +15.0% | +2,036.6% | -2,021.6% | -10.8% |
| All | +41.6% | +2,366.2% | -2,324.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling