+28.5%
DIS vs MDB
+912.7%
-884.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.8% |
| 7D | +1.9% | +6.8% | -4.9% | +1.1% |
| 30D | +9.2% | -6.2% | +15.4% | +9.6% |
| 3M | +13.5% | -29.2% | +42.8% | +17.2% |
| 6M | +14.3% | +10.3% | +4.0% | +10.5% |
| YTD | +5.4% | -20.4% | +25.7% | +5.1% |
| 1Y | +12.2% | -4.8% | +17.0% | +8.8% |
| 3Y | +37.2% | -11.6% | +48.8% | +27.7% |
| 5Y | -23.1% | -41.0% | +17.9% | -30.4% |
| All | +28.5% | +912.7% | -884.3% | -18.3% |
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