+34.2%
DIS vs MAR
+544.2%
-510.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +5.2% | +4.3% | +0.9% | +3.3% |
| 30D | +11.5% | +16.8% | -5.4% | +3.9% |
| 3M | +11.5% | +16.0% | -4.5% | +4.1% |
| 6M | +8.9% | +16.5% | -7.6% | +1.1% |
| YTD | +3.4% | +35.0% | -31.6% | -10.7% |
| 1Y | +7.2% | +49.4% | -42.2% | -11.7% |
| 3Y | +43.3% | +124.1% | -80.7% | -2.9% |
| 5Y | -31.4% | +159.2% | -190.6% | -57.2% |
| All | +34.2% | +544.2% | -510.0% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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