+115.4%
FOXA vs MXL
+222.8%
-107.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.4% | +1.0% |
| 7D | +0.8% | +18.9% | -18.1% | +0.4% |
| 30D | +5.0% | +0.3% | +4.7% | +5.0% |
| 3M | -3.0% | -8.0% | +5.0% | -3.5% |
| 6M | +14.8% | +341.2% | -326.5% | +3.6% |
| YTD | -8.9% | +327.8% | -336.7% | -17.9% |
| 1Y | +13.3% | +364.9% | -351.6% | +1.0% |
| 3Y | +115.4% | +229.2% | -113.8% | +83.2% |
| All | +115.4% | +222.8% | -107.4% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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