-16.8%
MCD vs FOXA
+8.1%
-24.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.9% | -5.4% | +2.6% | -2.6% |
| 30D | -6.7% | +1.1% | -7.9% | -6.7% |
| 3M | -9.6% | -6.1% | -3.4% | -10.4% |
| 6M | -22.3% | +8.2% | -30.5% | -23.0% |
| YTD | -15.4% | -11.8% | -3.6% | -15.1% |
| 1Y | -16.8% | +9.9% | -26.7% | -19.0% |
| All | -16.8% | +8.1% | -24.9% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling