+22.3%
DIS vs MDY
+170.4%
-148.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | +0.1% |
| 7D | -3.5% | -0.8% | -2.7% | -2.9% |
| 30D | +1.0% | -3.9% | +4.8% | +4.3% |
| 3M | +5.7% | 0.0% | +5.7% | +5.4% |
| 6M | +3.3% | +8.5% | -5.3% | -4.2% |
| YTD | -7.7% | +13.2% | -20.9% | -17.5% |
| 1Y | -10.0% | +15.0% | -25.0% | -20.7% |
| 3Y | +31.7% | +49.6% | -17.9% | -8.7% |
| 5Y | -42.2% | +46.0% | -88.2% | -59.0% |
| 10Y | +22.3% | +176.4% | -154.0% | -46.6% |
| All | +22.3% | +170.4% | -148.1% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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