+8.0%
MMM vs FOXA
+12.8%
-4.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -3.2% | -3.7% | +0.5% | -3.1% |
| 30D | -10.7% | +5.4% | -16.0% | -10.8% |
| 3M | +4.3% | -3.7% | +8.0% | +4.5% |
| 6M | +5.9% | +12.6% | -6.7% | +5.7% |
| YTD | +3.2% | -10.0% | +13.1% | +5.0% |
| 1Y | +8.0% | +15.0% | -7.0% | +3.9% |
| All | +8.0% | +12.8% | -4.8% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling