+26.6%
DIS vs MDB
+823.0%
-796.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.8% | -0.6% |
| 7D | +5.7% | -20.9% | +26.6% | +8.6% |
| 30D | +12.7% | -15.6% | +28.2% | +14.6% |
| 3M | +15.2% | -19.1% | +34.3% | +16.8% |
| 6M | +17.6% | +14.2% | +3.3% | +13.0% |
| YTD | +3.8% | -27.4% | +31.2% | +4.7% |
| 1Y | +6.8% | -13.0% | +19.8% | +4.7% |
| 3Y | +42.1% | -11.2% | +53.3% | +31.7% |
| 5Y | -31.2% | -45.2% | +14.0% | -37.1% |
| All | +26.6% | +823.0% | -796.4% | -18.5% |
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