+19.9%
MDT vs FOXA
+11.1%
+8.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.8% | +2.3% | +5.8% |
| 7D | +10.7% | +9.9% | +0.9% | +9.8% |
| 30D | +19.3% | +10.0% | +9.3% | +18.4% |
| 3M | +22.8% | +18.4% | +4.4% | +21.3% |
| 6M | +36.4% | +12.2% | +24.2% | +33.9% |
| YTD | +12.1% | -3.8% | +15.9% | +13.6% |
| 1Y | +19.9% | +8.9% | +11.0% | +24.9% |
| All | +19.9% | +11.1% | +8.9% | +24.9% |
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