+10.9%
MMM vs FOXA
-0.1%
+11.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.3% |
| 7D | -0.8% | -2.9% | +2.1% | -0.7% |
| 30D | +14.4% | +5.1% | +9.3% | +14.7% |
| 3M | +1.8% | +4.7% | -2.9% | +2.0% |
| 6M | +31.3% | -0.2% | +31.5% | +31.4% |
| YTD | +18.0% | -9.2% | +27.2% | +15.7% |
| 1Y | +10.9% | -0.6% | +11.4% | +10.3% |
| All | +10.9% | -0.1% | +11.0% | +10.3% |
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