+79.4%
MCD vs FOXA
+91.7%
-12.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.3% |
| 7D | -1.6% | -2.9% | +1.3% | -1.0% |
| 30D | +16.0% | +5.1% | +10.9% | +14.7% |
| 3M | 0.0% | +4.7% | -4.7% | -1.2% |
| 6M | +0.9% | -0.2% | +1.2% | +0.1% |
| YTD | -8.7% | -9.2% | +0.5% | -7.9% |
| 1Y | -8.6% | -0.6% | -8.0% | -9.7% |
| 3Y | +9.9% | +125.7% | -115.8% | -13.2% |
| 5Y | +22.6% | +70.2% | -47.5% | +3.0% |
| All | +79.4% | +91.7% | -12.3% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling