+40.5%
MMM vs FOXA
+91.7%
-51.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.4% |
| 7D | -0.8% | -2.9% | +2.1% | +0.1% |
| 30D | +14.4% | +5.1% | +9.3% | +12.7% |
| 3M | +1.8% | +4.7% | -2.9% | 0.0% |
| 6M | +31.3% | -0.2% | +31.5% | +29.6% |
| YTD | +18.0% | -9.2% | +27.2% | +19.4% |
| 1Y | +10.9% | -0.6% | +11.4% | +8.6% |
| 3Y | +160.6% | +125.7% | +34.9% | +91.3% |
| 5Y | +44.5% | +70.2% | -25.7% | +14.4% |
| All | +40.5% | +91.7% | -51.2% | -6.6% |
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