+916.9%
DIS vs MCK
+6,878.5%
-5,961.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.2% |
| 7D | -1.1% | -1.9% | +0.9% | -0.6% |
| 30D | +0.1% | +2.4% | -2.2% | -0.5% |
| 3M | +7.1% | +16.1% | -9.0% | +3.3% |
| 6M | +4.3% | -3.1% | +7.3% | +4.5% |
| YTD | -6.9% | +8.7% | -15.7% | -9.7% |
| 1Y | -10.3% | +28.1% | -38.4% | -16.5% |
| 3Y | +32.8% | +114.1% | -81.3% | +7.5% |
| 5Y | -41.5% | +342.5% | -384.0% | -60.8% |
| 10Y | +21.2% | +424.1% | -402.9% | -25.4% |
| All | +916.9% | +6,878.5% | -5,961.6% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling