+703.3%
MCK vs FOXA
+92.4%
+611.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | +0.4% | +5.0% | -4.6% | -0.7% |
| 3M | +12.1% | -3.0% | +15.1% | +12.1% |
| 6M | -5.4% | +14.8% | -20.2% | -9.1% |
| YTD | +7.8% | -8.9% | +16.7% | +8.8% |
| 1Y | +22.9% | +13.3% | +9.6% | +17.7% |
| 3Y | +110.7% | +115.4% | -4.7% | +68.3% |
| 5Y | +346.2% | +95.3% | +250.9% | +258.3% |
| All | +703.3% | +92.4% | +611.0% | +477.8% |
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 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