-1.2%
MCD vs FOXA
+115.5%
-116.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.2% |
| 7D | -2.8% | -4.0% | +1.1% | -2.5% |
| 30D | -6.0% | +12.0% | -18.0% | -6.9% |
| 3M | -5.6% | +0.3% | -5.8% | -6.1% |
| 6M | -21.9% | +12.5% | -34.3% | -23.1% |
| YTD | -14.7% | -9.6% | -5.1% | -14.3% |
| 1Y | -17.3% | +8.6% | -25.8% | -18.6% |
| All | -1.2% | +115.5% | -116.7% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling