+33.1%
DIS vs MKC
-29.6%
+62.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -2.6% | -5.9% | +3.3% | -1.4% |
| 30D | +3.5% | -0.9% | +4.4% | +3.7% |
| 3M | +6.8% | +12.7% | -5.9% | +4.5% |
| 6M | +3.0% | -19.3% | +22.3% | +7.3% |
| YTD | -6.7% | -22.2% | +15.4% | -2.3% |
| 1Y | -10.1% | -23.3% | +13.3% | -5.6% |
| All | +33.1% | -29.6% | +62.8% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling