+8.6%
FOXA vs MDY
+17.9%
-9.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +12.0% | -1.5% | +13.5% | +12.4% |
| 3M | +0.3% | +0.8% | -0.5% | 0.0% |
| 6M | +12.5% | +7.4% | +5.1% | +10.6% |
| YTD | -9.6% | +15.2% | -24.8% | -13.8% |
| 1Y | +8.6% | +16.5% | -8.0% | +4.2% |
| All | +8.6% | +17.9% | -9.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling