+31.9%
DIS vs MCD
+200.8%
-168.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +1.9% | -1.6% | +3.5% | +2.8% |
| 30D | +9.2% | +14.1% | -5.0% | +1.7% |
| 3M | +13.5% | +0.6% | +12.9% | +13.0% |
| 6M | +14.3% | 0.0% | +14.3% | +13.8% |
| YTD | +5.4% | -9.3% | +14.6% | +10.1% |
| 1Y | +12.2% | -9.3% | +21.5% | +17.0% |
| 3Y | +37.2% | +8.6% | +28.6% | +26.3% |
| 5Y | -23.1% | +21.9% | -45.0% | -34.7% |
| All | +31.9% | +200.8% | -168.9% | -16.8% |
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