+27.5%
MCK vs FOXA
+6.2%
+21.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +0.4% |
| 7D | +9.3% | +4.9% | +4.4% | +9.0% |
| 30D | +16.3% | +9.0% | +7.3% | +15.8% |
| 3M | +22.3% | +15.8% | +6.5% | +22.0% |
| 6M | +34.1% | +9.2% | +24.9% | +33.9% |
| YTD | +31.1% | -6.5% | +37.6% | +28.1% |
| 1Y | +27.5% | +5.4% | +22.0% | +23.0% |
| All | +27.5% | +6.2% | +21.3% | +23.0% |
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