+90.1%
FOXA vs MCO
+189.6%
-99.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.7% |
| 7D | -3.7% | -7.3% | +3.6% | -0.8% |
| 30D | +5.4% | -1.7% | +7.1% | +6.0% |
| 3M | -3.7% | +3.9% | -7.6% | -5.5% |
| 6M | +12.6% | +3.8% | +8.8% | +10.2% |
| YTD | -10.0% | -7.9% | -2.1% | -7.9% |
| 1Y | +15.0% | -6.8% | +21.9% | +16.8% |
| 3Y | +115.1% | +40.9% | +74.2% | +82.3% |
| 5Y | +93.0% | +27.5% | +65.5% | +66.6% |
| All | +90.1% | +189.6% | -99.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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