-22.5%
DIS vs MDT
+0.7%
-23.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | -0.2% |
| 7D | +1.9% | +1.0% | +0.9% | +1.4% |
| 30D | +9.2% | +9.2% | 0.0% | +4.9% |
| 3M | +13.5% | +14.5% | -1.0% | +6.6% |
| 6M | +14.3% | +37.3% | -23.0% | -1.5% |
| YTD | +5.4% | +9.8% | -4.4% | +0.4% |
| 1Y | +12.2% | +10.5% | +1.6% | +6.3% |
| 3Y | +37.2% | +57.4% | -20.2% | +6.1% |
| All | -22.5% | +0.7% | -23.3% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling