-24.5%
MDB vs FOXA
+89.1%
-113.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | -18.0% | -0.6% | -17.4% | -17.9% |
| 30D | -10.7% | +2.3% | -13.1% | -12.1% |
| 3M | +1.0% | -2.8% | +3.8% | +0.3% |
| 6M | +31.6% | +9.6% | +22.0% | +22.7% |
| YTD | -15.2% | -9.9% | -5.3% | -13.1% |
| 1Y | +10.1% | +5.4% | +4.7% | +3.3% |
| 3Y | -5.6% | +115.3% | -120.9% | -40.5% |
| 5Y | -24.5% | +93.1% | -117.6% | -46.8% |
| All | -24.5% | +89.1% | -113.6% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling