+8.4%
DIS vs MDLN
+12.8%
-4.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +1.9% | -0.4% | +2.3% | +1.9% |
| 30D | +9.2% | +9.9% | -0.7% | +8.3% |
| 3M | +13.5% | +10.9% | +2.6% | +12.5% |
| 6M | +14.3% | +2.0% | +12.3% | +13.4% |
| YTD | +5.4% | -6.0% | +11.4% | +5.6% |
| All | +8.4% | +12.8% | -4.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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