+31.0%
DIS vs MCD
+202.6%
-171.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.9% | -1.6% | +2.4% | +1.7% |
| 30D | +8.9% | +16.0% | -7.2% | +0.5% |
| 3M | +14.5% | 0.0% | +14.6% | +14.3% |
| 6M | +12.2% | +0.9% | +11.3% | +11.2% |
| YTD | +4.7% | -8.7% | +13.4% | +9.1% |
| 1Y | +2.8% | -8.6% | +11.4% | +6.8% |
| 3Y | +38.1% | +9.9% | +28.3% | +26.4% |
| 5Y | -23.6% | +22.6% | -46.3% | -35.3% |
| All | +31.0% | +202.6% | -171.5% | -17.6% |
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