+22.7%
DIS vs MKC
+29.3%
-6.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -1.3% | -2.8% | +1.6% | -0.5% |
| 30D | +2.2% | -3.4% | +5.6% | +3.1% |
| 3M | +8.1% | +3.8% | +4.4% | +7.0% |
| 6M | +5.2% | -17.9% | +23.2% | +10.2% |
| YTD | -6.3% | -23.6% | +17.3% | -0.3% |
| 1Y | -7.3% | -23.1% | +15.8% | -1.7% |
| 3Y | +33.8% | -31.5% | +65.3% | +45.1% |
| 5Y | -40.7% | -33.1% | -7.6% | -36.2% |
| All | +22.7% | +29.3% | -6.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MKC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling