+8.3%
DIS vs MCK
+31.3%
-23.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | +4.0% |
| 7D | +9.1% | +11.3% | -2.2% | +8.9% |
| 30D | +14.8% | +16.8% | -2.0% | +14.7% |
| 3M | +21.2% | +28.9% | -7.8% | +21.4% |
| 6M | +18.3% | +32.7% | -14.4% | +18.9% |
| YTD | +5.4% | +30.8% | -25.4% | +7.1% |
| 1Y | +8.3% | +27.6% | -19.3% | +9.5% |
| All | +8.3% | +31.3% | -23.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling