+67.6%
MCD vs FOXA
+90.8%
-23.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.8% |
| 7D | -2.8% | -4.0% | +1.1% | -2.0% |
| 30D | -6.0% | +12.0% | -18.0% | -8.4% |
| 3M | -5.6% | +0.3% | -5.8% | -6.3% |
| 6M | -21.9% | +12.5% | -34.3% | -24.6% |
| YTD | -14.7% | -9.6% | -5.1% | -13.7% |
| 1Y | -17.3% | +8.6% | -25.8% | -20.1% |
| 3Y | -2.2% | +118.5% | -120.7% | -22.1% |
| 5Y | +20.3% | +88.8% | -68.5% | -2.3% |
| All | +67.6% | +90.8% | -23.2% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling