-41.0%
DIS vs MCK
+344.8%
-385.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | -1.3% | -4.4% | +3.1% | -1.0% |
| 30D | +2.2% | -2.2% | +4.4% | +2.3% |
| 3M | +8.1% | +11.6% | -3.4% | +7.4% |
| 6M | +5.2% | -4.9% | +10.2% | +5.6% |
| YTD | -6.3% | +7.7% | -14.0% | -6.8% |
| 1Y | -7.3% | +25.2% | -32.5% | -9.2% |
| 3Y | +33.8% | +112.1% | -78.3% | +20.9% |
| All | -41.0% | +344.8% | -385.8% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling