-31.2%
DIS vs MCD
+22.7%
-53.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | +5.7% | +8.0% | -2.3% | +2.4% |
| 30D | +12.7% | +19.6% | -6.9% | +4.7% |
| 3M | +15.2% | +2.2% | +13.0% | +14.0% |
| 6M | +17.6% | -1.1% | +18.7% | +17.7% |
| YTD | +3.8% | -7.2% | +11.1% | +6.2% |
| 1Y | +6.8% | -6.7% | +13.5% | +8.9% |
| 3Y | +42.1% | +11.6% | +30.5% | +29.4% |
| 5Y | -31.2% | +22.6% | -53.8% | -43.5% |
| All | -31.2% | +22.7% | -53.8% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling