+23.5%
DIS vs MCK
+442.8%
-419.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.2% | -2.9% | +4.1% | +1.8% |
| 30D | +3.2% | +0.4% | +2.8% | +3.1% |
| 3M | +7.0% | +12.1% | -5.1% | +4.2% |
| 6M | +6.4% | -5.4% | +11.9% | +7.3% |
| YTD | -5.6% | +7.8% | -13.4% | -8.1% |
| 1Y | -7.7% | +22.9% | -30.6% | -13.1% |
| 3Y | +33.2% | +110.7% | -77.6% | +6.9% |
| 5Y | -40.3% | +346.2% | -386.5% | -62.2% |
| All | +23.5% | +442.8% | -419.3% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling