+1,458.7%
DIS vs MDT
+7,952.5%
-6,493.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.1% |
| 7D | -2.6% | +3.2% | -5.8% | -3.7% |
| 30D | +3.5% | +9.5% | -6.0% | +0.1% |
| 3M | +6.8% | +16.0% | -9.2% | +1.1% |
| 6M | +3.0% | +0.2% | +2.8% | +2.4% |
| YTD | -6.7% | -0.3% | -6.5% | -7.2% |
| 1Y | -10.1% | +4.7% | -14.8% | -12.3% |
| 3Y | +33.0% | +26.5% | +6.5% | +20.1% |
| 5Y | -40.0% | -18.2% | -21.8% | -37.0% |
| 10Y | +21.1% | +40.0% | -19.0% | +4.8% |
| All | +1,458.7% | +7,952.5% | -6,493.7% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling