+445.3%
MP vs FOXA
+153.4%
+291.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.7% |
| 7D | -2.9% | -4.0% | +1.1% | -1.4% |
| 30D | +13.8% | +12.0% | +1.8% | +8.9% |
| 3M | -16.7% | +0.3% | -17.0% | -18.1% |
| 6M | -11.5% | +12.5% | -24.0% | -17.3% |
| YTD | +7.9% | -9.6% | +17.6% | +10.5% |
| 1Y | -15.0% | +8.6% | -23.6% | -20.6% |
| 3Y | +153.5% | +118.5% | +35.0% | +70.8% |
| 5Y | +58.7% | +88.8% | -30.1% | +11.4% |
| All | +445.3% | +153.4% | +291.9% | +265.4% |
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 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