+732.3%
MPC vs FOXA
+97.5%
+634.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +3.8% |
| 7D | -9.4% | +7.9% | -17.3% | -13.0% |
| 30D | -14.3% | +8.5% | -22.8% | -18.2% |
| 3M | +31.1% | +6.2% | +24.9% | +25.5% |
| 6M | +60.3% | +8.0% | +52.2% | +49.2% |
| YTD | +142.5% | -6.5% | +149.0% | +142.2% |
| 1Y | +104.6% | +3.6% | +101.0% | +92.6% |
| 3Y | +191.7% | +136.0% | +55.7% | +66.8% |
| 5Y | +549.2% | +77.7% | +471.5% | +324.3% |
| All | +732.3% | +97.5% | +634.9% | +311.0% |
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