+1,006.4%
DIS vs MCO
+7,698.6%
-6,692.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.9% |
| 7D | -2.6% | -4.2% | +1.6% | -1.1% |
| 30D | +3.5% | +2.2% | +1.3% | +2.6% |
| 3M | +6.8% | +10.1% | -3.3% | +2.9% |
| 6M | +3.0% | +5.3% | -2.3% | +0.7% |
| YTD | -6.7% | -2.7% | -4.0% | -6.7% |
| 1Y | -10.1% | -0.4% | -9.7% | -11.1% |
| 3Y | +33.0% | +49.0% | -16.0% | +12.5% |
| 5Y | -40.0% | +33.6% | -73.6% | -47.6% |
| 10Y | +21.1% | +395.3% | -374.3% | -34.4% |
| All | +1,006.4% | +7,698.6% | -6,692.2% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling