+36.3%
DIS vs MTB
+122.1%
-85.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.5% |
| 7D | +4.4% | -0.7% | +5.1% | +4.7% |
| 30D | +10.3% | +1.4% | +8.9% | +9.7% |
| 3M | +15.5% | -11.6% | +27.1% | +21.3% |
| 6M | +11.2% | +5.4% | +5.8% | +8.3% |
| YTD | +5.6% | +11.7% | -6.2% | +0.1% |
| 1Y | +7.7% | +20.5% | -12.8% | -1.1% |
| 3Y | +39.3% | +104.5% | -65.2% | +1.3% |
| 5Y | -29.5% | +65.1% | -94.6% | -45.8% |
| 10Y | +36.3% | +119.5% | -83.3% | -10.0% |
| All | +36.3% | +122.1% | -85.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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