+678.6%
MPC vs FOXA
+89.1%
+589.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +3.9% | -0.6% | +4.5% | +4.0% |
| 30D | +33.8% | +2.3% | +31.4% | +32.3% |
| 3M | +49.9% | -2.8% | +52.7% | +50.0% |
| 6M | +80.9% | +9.6% | +71.3% | +72.2% |
| YTD | +147.4% | -9.9% | +157.3% | +153.1% |
| 1Y | +123.2% | +5.4% | +117.8% | +113.1% |
| 3Y | +171.7% | +115.3% | +56.5% | +95.6% |
| 5Y | +678.6% | +93.1% | +585.5% | +441.6% |
| All | +678.6% | +89.1% | +589.5% | +441.6% |
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 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