+86.3%
FOXA vs MKC
-14.0%
+100.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -5.4% | -4.3% | -1.1% | -4.3% |
| 30D | +1.1% | -3.1% | +4.2% | +1.9% |
| 3M | -6.1% | +6.8% | -12.9% | -7.8% |
| 6M | +8.2% | -18.3% | +26.6% | +13.7% |
| YTD | -11.8% | -23.1% | +11.3% | -6.3% |
| 1Y | +9.9% | -23.7% | +33.6% | +16.7% |
| 3Y | +110.7% | -31.0% | +141.7% | +128.0% |
| 5Y | +86.9% | -33.5% | +120.5% | +100.0% |
| All | +86.3% | -14.0% | +100.3% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling