+812.4%
DIS vs MDY
+2,617.6%
-1,805.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.1% | -0.7% |
| 7D | +5.3% | +0.7% | +4.6% | +4.6% |
| 30D | +10.2% | +1.3% | +8.9% | +8.9% |
| 3M | +13.5% | -4.1% | +17.6% | +17.3% |
| 6M | +11.1% | +1.0% | +10.1% | +9.5% |
| YTD | +5.5% | +13.3% | -7.8% | -5.9% |
| 1Y | +9.1% | +15.7% | -6.6% | -4.4% |
| 3Y | +36.0% | +59.6% | -23.6% | -10.4% |
| 5Y | -29.8% | +36.3% | -66.2% | -46.9% |
| 10Y | +36.6% | +173.6% | -137.0% | -44.1% |
| All | +812.4% | +2,617.6% | -1,805.2% | -35.9% |
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