+23.5%
DIS vs MDT
+39.8%
-16.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | +1.2% | -3.4% | +4.6% | +3.0% |
| 30D | +3.2% | +0.2% | +3.0% | +3.0% |
| 3M | +7.0% | +14.3% | -7.3% | -0.6% |
| 6M | +6.4% | +4.0% | +2.4% | +3.5% |
| YTD | -5.6% | -3.7% | -2.0% | -4.6% |
| 1Y | -7.7% | -0.4% | -7.3% | -8.7% |
| 3Y | +33.2% | +23.3% | +9.9% | +14.6% |
| 5Y | -40.3% | -18.9% | -21.4% | -35.4% |
| All | +23.5% | +39.8% | -16.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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