-41.1%
DIS vs MDB
-28.4%
-12.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.2% |
| 7D | -2.6% | -17.4% | +14.9% | -0.3% |
| 30D | +3.5% | -2.0% | +5.5% | +3.2% |
| 3M | +6.8% | -3.0% | +9.8% | +6.3% |
| 6M | +3.0% | +48.7% | -45.7% | -4.1% |
| YTD | -6.7% | -12.1% | +5.4% | -7.4% |
| 1Y | -10.1% | +14.5% | -24.6% | -14.6% |
| 3Y | +33.0% | -6.1% | +39.2% | +22.7% |
| All | -41.1% | -28.4% | -12.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling