+13.7%
DIS vs MDB
+1,017.4%
-1,003.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.2% |
| 7D | -2.6% | -17.4% | +14.9% | -0.4% |
| 30D | +3.5% | -2.0% | +5.5% | +3.3% |
| 3M | +6.8% | -3.0% | +9.8% | +6.3% |
| 6M | +3.0% | +48.7% | -45.7% | -3.7% |
| YTD | -6.7% | -12.1% | +5.4% | -7.4% |
| 1Y | -10.1% | +14.5% | -24.6% | -14.3% |
| 3Y | +33.0% | -6.1% | +39.2% | +23.6% |
| 5Y | -40.0% | -27.3% | -12.7% | -46.7% |
| All | +13.7% | +1,017.4% | -1,003.7% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling