+32.3%
DIS vs MCK
+112.2%
-79.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | -1.3% | -4.4% | +3.1% | -1.3% |
| 30D | +2.2% | -2.2% | +4.4% | +2.2% |
| 3M | +8.1% | +11.6% | -3.4% | +8.5% |
| 6M | +5.2% | -4.9% | +10.2% | +5.1% |
| YTD | -6.3% | +7.7% | -14.0% | -5.7% |
| 1Y | -7.3% | +25.2% | -32.5% | -6.4% |
| All | +32.3% | +112.2% | -79.9% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling