+199.8%
MPC vs FOXA
+136.9%
+62.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.6% |
| 7D | +11.2% | +2.7% | +8.6% | +10.4% |
| 30D | -14.5% | +10.0% | -24.5% | -17.0% |
| 3M | +16.7% | +5.0% | +11.7% | +14.4% |
| 6M | +67.6% | +3.4% | +64.2% | +64.3% |
| YTD | +157.9% | -5.5% | +163.4% | +160.7% |
| 1Y | +116.7% | +5.5% | +111.1% | +108.4% |
| 3Y | +199.8% | +139.3% | +60.5% | +106.8% |
| All | +199.8% | +136.9% | +62.9% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling