-10.3%
DIS vs MDT
+3.5%
-13.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +0.1% | +6.0% | -5.9% | -1.5% |
| 3M | +7.1% | +15.5% | -8.5% | +2.8% |
| 6M | +4.3% | +3.4% | +0.9% | +2.8% |
| YTD | -6.9% | -2.2% | -4.8% | -7.6% |
| 1Y | -10.3% | +2.6% | -12.9% | -13.2% |
| All | -10.3% | +3.5% | -13.8% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling