-42.2%
DIS vs MCO
+29.3%
-71.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | -3.5% | -3.1% | -0.4% | -2.1% |
| 30D | +1.0% | -0.5% | +1.5% | +1.2% |
| 3M | +5.7% | +5.7% | 0.0% | +2.6% |
| 6M | +3.3% | +3.0% | +0.2% | +1.2% |
| YTD | -7.7% | -6.5% | -1.2% | -5.9% |
| 1Y | -10.0% | -5.8% | -4.2% | -8.8% |
| 3Y | +31.7% | +43.1% | -11.4% | +4.0% |
| 5Y | -42.2% | +29.5% | -71.7% | -55.4% |
| All | -42.2% | +29.3% | -71.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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