-31.9%
DIS vs MKC
-32.7%
+0.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | +5.2% | +2.3% | +2.9% | +4.7% |
| 30D | +11.5% | +8.1% | +3.4% | +9.4% |
| 3M | +11.5% | -6.4% | +18.0% | +13.0% |
| 6M | +8.9% | +1.8% | +7.1% | +8.1% |
| YTD | +3.4% | -26.9% | +30.3% | +10.4% |
| 1Y | +7.2% | -21.7% | +28.9% | +12.5% |
| 3Y | +43.3% | -18.7% | +62.0% | +47.8% |
| All | -31.9% | -32.7% | +0.8% | -32.1% |
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