+27.0%
MMM vs FOXA
+89.1%
-62.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -8.0% | +2.3% | -10.3% | -8.7% |
| 3M | +9.4% | -2.8% | +12.2% | +9.4% |
| 6M | +10.2% | +9.6% | +0.6% | +5.8% |
| YTD | +6.1% | -9.9% | +16.0% | +8.4% |
| 1Y | +10.8% | +5.4% | +5.4% | +6.5% |
| 3Y | +104.8% | +115.3% | -10.5% | +54.0% |
| 5Y | +27.0% | +93.1% | -66.0% | -4.4% |
| All | +27.0% | +89.1% | -62.0% | -4.4% |
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