-41.1%
DIS vs MTB
+101.8%
-142.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +1.7% | -4.3% | -3.2% |
| 30D | +3.5% | -4.2% | +7.7% | +5.1% |
| 3M | +6.8% | +8.9% | -2.0% | +3.2% |
| 6M | +3.0% | +10.9% | -7.9% | -1.4% |
| YTD | -6.7% | +21.5% | -28.2% | -14.0% |
| 1Y | -10.1% | +21.9% | -32.0% | -17.3% |
| 3Y | +33.0% | +109.2% | -76.2% | -0.6% |
| All | -41.1% | +101.8% | -142.9% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling