+92.4%
FOXA vs MKC
-14.3%
+106.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | +0.8% | -1.5% | +2.3% | +1.2% |
| 30D | +5.0% | -3.1% | +8.2% | +5.9% |
| 3M | -3.0% | +5.2% | -8.2% | -4.4% |
| 6M | +14.8% | -12.8% | +27.6% | +18.4% |
| YTD | -8.9% | -23.3% | +14.4% | -3.2% |
| 1Y | +13.3% | -24.1% | +37.4% | +20.5% |
| 3Y | +115.4% | -32.1% | +147.5% | +134.2% |
| 5Y | +95.3% | -32.8% | +128.1% | +107.9% |
| All | +92.4% | -14.3% | +106.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling