+21.9%
DIS vs MCD
+177.7%
-155.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.9% |
| 7D | -2.6% | -2.8% | +0.2% | -1.1% |
| 30D | +3.5% | -6.0% | +9.5% | +7.0% |
| 3M | +6.8% | -5.6% | +12.4% | +10.0% |
| 6M | +3.0% | -21.9% | +24.8% | +17.0% |
| YTD | -6.7% | -14.7% | +8.0% | +0.9% |
| 1Y | -10.1% | -17.3% | +7.2% | -1.4% |
| 3Y | +33.0% | -2.2% | +35.2% | +29.9% |
| 5Y | -40.0% | +20.3% | -60.3% | -48.6% |
| All | +21.9% | +177.7% | -155.8% | -20.9% |
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