-41.5%
DIS vs MKC
-33.2%
-8.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.1% | -4.3% | +3.3% | -0.1% |
| 30D | +0.1% | -2.0% | +2.1% | +0.6% |
| 3M | +7.1% | +10.0% | -2.9% | +4.7% |
| 6M | +4.3% | -18.5% | +22.8% | +9.1% |
| YTD | -6.9% | -22.4% | +15.5% | -1.8% |
| 1Y | -10.3% | -23.6% | +13.3% | -5.1% |
| 3Y | +32.8% | -30.4% | +63.3% | +43.8% |
| 5Y | -41.5% | -34.2% | -7.3% | -37.0% |
| All | -41.5% | -33.2% | -8.2% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling