+26.1%
DIS vs MDB
+848.0%
-821.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | +5.2% | -11.4% | +16.6% | +6.7% |
| 30D | +11.5% | -13.8% | +25.3% | +13.1% |
| 3M | +11.5% | -15.5% | +27.0% | +12.5% |
| 6M | +8.9% | +17.9% | -9.1% | +4.3% |
| YTD | +3.4% | -25.5% | +28.9% | +4.0% |
| 1Y | +7.2% | -12.1% | +19.3% | +5.0% |
| 3Y | +43.3% | -5.9% | +49.2% | +31.8% |
| 5Y | -31.4% | -43.7% | +12.3% | -37.5% |
| All | +26.1% | +848.0% | -821.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling