+32.9%
DIS vs MCD
+204.7%
-171.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.7% |
| 7D | +0.6% | -1.9% | +2.5% | +1.6% |
| 30D | +10.3% | +16.6% | -6.3% | +1.6% |
| 3M | +15.6% | +0.9% | +14.6% | +14.8% |
| 6M | +15.1% | +1.5% | +13.7% | +13.8% |
| YTD | +6.0% | -8.3% | +14.3% | +10.1% |
| 1Y | +5.7% | -8.1% | +13.8% | +9.5% |
| 3Y | +39.8% | +10.3% | +29.5% | +27.6% |
| 5Y | -23.9% | +23.4% | -47.3% | -35.7% |
| 10Y | +32.9% | +205.9% | -173.0% | -15.4% |
| All | +32.9% | +204.7% | -171.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling