+34.2%
DIS vs MCD
+213.9%
-179.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +5.2% | +7.1% | -1.9% | +1.4% |
| 30D | +11.5% | +19.8% | -8.3% | +1.3% |
| 3M | +11.5% | +0.8% | +10.7% | +10.9% |
| 6M | +8.9% | -1.3% | +10.2% | +9.2% |
| YTD | +3.4% | -7.8% | +11.2% | +7.1% |
| 1Y | +7.2% | -5.0% | +12.1% | +9.1% |
| 3Y | +43.3% | +10.5% | +32.8% | +30.8% |
| 5Y | -31.4% | +22.0% | -53.4% | -41.6% |
| All | +34.2% | +213.9% | -179.8% | -12.8% |
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