-40.1%
MDB vs FOXA
+70.0%
-110.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.9% |
| 7D | +11.6% | -2.9% | +14.4% | +12.9% |
| 30D | -8.9% | +5.1% | -14.1% | -11.2% |
| 3M | -22.4% | +4.7% | -27.1% | -24.7% |
| 6M | +10.1% | -0.2% | +10.3% | +7.4% |
| YTD | -19.0% | -9.2% | -9.8% | -17.6% |
| 1Y | -7.0% | -0.6% | -6.4% | -10.0% |
| 3Y | -9.8% | +125.7% | -135.5% | -47.2% |
| 5Y | -40.1% | +70.2% | -110.2% | -57.7% |
| All | -40.1% | +70.0% | -110.0% | -57.7% |
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