+695.7%
MPC vs FOXA
+94.4%
+601.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -16.2% | +5.4% | -21.6% | -18.6% |
| 30D | -15.7% | +6.3% | -22.0% | -18.7% |
| 3M | +24.9% | +8.3% | +16.6% | +18.2% |
| 6M | +52.7% | +7.6% | +45.1% | +42.2% |
| YTD | +131.9% | -7.9% | +139.8% | +133.2% |
| 1Y | +96.6% | +2.4% | +94.3% | +86.1% |
| 3Y | +163.8% | +120.3% | +43.4% | +56.8% |
| 5Y | +533.1% | +71.0% | +462.1% | +323.3% |
| All | +695.7% | +94.4% | +601.3% | +295.8% |
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 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