+224.0%
MDB vs FOXA
+91.7%
+132.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.4% |
| 7D | +11.6% | -2.9% | +14.4% | +12.4% |
| 30D | -8.9% | +5.1% | -14.1% | -10.3% |
| 3M | -22.4% | +4.7% | -27.1% | -23.8% |
| 6M | +10.1% | -0.2% | +10.3% | +8.6% |
| YTD | -19.0% | -9.2% | -9.8% | -18.3% |
| 1Y | -7.0% | -0.6% | -6.4% | -8.6% |
| 3Y | -9.8% | +125.7% | -135.5% | -29.3% |
| 5Y | -40.1% | +70.2% | -110.2% | -50.6% |
| All | +224.0% | +91.7% | +132.3% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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