+706.6%
DIS vs MDY
+2,662.7%
-1,956.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +3.5% | -1.5% | +5.0% | +4.7% |
| 3M | +6.8% | +0.8% | +6.1% | +5.7% |
| 6M | +3.0% | +7.4% | -4.4% | -3.6% |
| YTD | -6.7% | +15.2% | -21.9% | -17.8% |
| 1Y | -10.1% | +16.5% | -26.6% | -21.6% |
| 3Y | +33.0% | +46.8% | -13.7% | -5.8% |
| 5Y | -40.0% | +46.0% | -86.0% | -57.1% |
| 10Y | +21.1% | +172.1% | -151.0% | -50.2% |
| All | +706.6% | +2,662.7% | -1,956.1% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling