+251.6%
MDB vs FOXA
+90.8%
+160.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.2% |
| 7D | -17.4% | -4.0% | -13.5% | -16.6% |
| 30D | -2.0% | +12.0% | -14.0% | -5.3% |
| 3M | -3.0% | +0.3% | -3.3% | -4.3% |
| 6M | +48.7% | +12.5% | +36.2% | +41.7% |
| YTD | -12.1% | -9.6% | -2.5% | -11.0% |
| 1Y | +14.5% | +8.6% | +5.9% | +9.6% |
| 3Y | -6.1% | +118.5% | -124.7% | -25.6% |
| 5Y | -27.3% | +88.8% | -116.1% | -40.7% |
| All | +251.6% | +90.8% | +160.7% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling