+24.5%
MMM vs FOXA
+92.4%
-67.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | -9.8% | +5.0% | -14.9% | -11.4% |
| 3M | +4.9% | -3.0% | +8.0% | +4.8% |
| 6M | +7.3% | +14.8% | -7.4% | +1.1% |
| YTD | +4.5% | -8.9% | +13.4% | +5.8% |
| 1Y | +5.4% | +13.3% | -8.0% | -1.5% |
| 3Y | +98.6% | +115.4% | -16.8% | +48.2% |
| 5Y | +27.4% | +95.3% | -67.9% | -3.7% |
| All | +24.5% | +92.4% | -67.9% | -17.2% |
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