+1,628.0%
DIS vs MDT
+8,676.3%
-7,048.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.6% |
| 7D | +5.2% | +5.4% | -0.2% | +3.2% |
| 30D | +11.5% | +19.1% | -7.6% | +4.6% |
| 3M | +11.5% | +19.5% | -7.9% | +4.4% |
| 6M | +8.9% | +33.5% | -24.6% | -2.4% |
| YTD | +3.4% | +8.7% | -5.3% | -0.4% |
| 1Y | +7.2% | +16.8% | -9.6% | +0.5% |
| 3Y | +43.3% | +53.0% | -9.7% | +20.7% |
| 5Y | -31.4% | -2.9% | -28.6% | -32.4% |
| 10Y | +37.1% | +61.4% | -24.4% | +12.9% |
| All | +1,628.0% | +8,676.3% | -7,048.2% | +387.4% |
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