+86.3%
FOXA vs MXL
+184.2%
-97.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.6% | -2.8% |
| 7D | -5.4% | +19.0% | -24.4% | -7.1% |
| 30D | +1.1% | +4.5% | -3.3% | +0.4% |
| 3M | -6.1% | -1.5% | -4.6% | -8.6% |
| 6M | +8.2% | +348.6% | -340.4% | -18.6% |
| YTD | -11.8% | +310.3% | -322.1% | -33.2% |
| 1Y | +9.9% | +344.7% | -334.8% | -18.7% |
| 3Y | +110.7% | +211.2% | -100.4% | +49.9% |
| 5Y | +86.9% | +34.8% | +52.1% | +47.8% |
| All | +86.3% | +184.2% | -97.9% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling