+31.9%
DIS vs MDY
+165.3%
-133.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +1.9% | +2.3% | -0.4% | 0.0% |
| 30D | +9.2% | +2.0% | +7.2% | +7.2% |
| 3M | +13.5% | -5.6% | +19.2% | +18.9% |
| 6M | +14.3% | +1.3% | +13.0% | +12.3% |
| YTD | +5.4% | +12.3% | -7.0% | -5.4% |
| 1Y | +12.2% | +15.8% | -3.6% | -2.0% |
| 3Y | +37.2% | +56.5% | -19.3% | -8.8% |
| 5Y | -23.1% | +35.1% | -58.3% | -42.0% |
| All | +31.9% | +165.3% | -133.5% | -42.4% |
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