+794.3%
DIS vs MDY
+2,534.4%
-1,740.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | +5.2% | -1.7% | +6.9% | +6.7% |
| 30D | +11.5% | -0.9% | +12.4% | +12.2% |
| 3M | +11.5% | -5.7% | +17.3% | +16.9% |
| 6M | +8.9% | -2.9% | +11.8% | +10.9% |
| YTD | +3.4% | +9.8% | -6.4% | -5.3% |
| 1Y | +7.2% | +13.5% | -6.3% | -4.5% |
| 3Y | +43.3% | +51.9% | -8.6% | -1.6% |
| 5Y | -31.4% | +32.0% | -63.5% | -46.7% |
| 10Y | +37.1% | +176.5% | -139.4% | -44.4% |
| All | +794.3% | +2,534.4% | -1,740.1% | -35.5% |
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