+1,458.7%
DIS vs MCD
+6,068.4%
-4,609.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -2.6% | -2.8% | +0.2% | -1.4% |
| 30D | +3.5% | -6.0% | +9.5% | +6.2% |
| 3M | +6.8% | -5.6% | +12.4% | +9.3% |
| 6M | +3.0% | -21.9% | +24.8% | +13.9% |
| YTD | -6.7% | -14.7% | +8.0% | -0.7% |
| 1Y | -10.1% | -17.3% | +7.2% | -3.2% |
| 3Y | +33.0% | -2.2% | +35.2% | +31.7% |
| 5Y | -40.0% | +20.3% | -60.3% | -45.6% |
| 10Y | +21.1% | +180.7% | -159.6% | -22.4% |
| All | +1,458.7% | +6,068.4% | -4,609.6% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling