+2.8%
DIS vs MAR
+46.9%
-44.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +0.9% | +1.8% | -0.9% | +0.2% |
| 30D | +8.9% | +14.3% | -5.4% | +3.7% |
| 3M | +14.5% | +20.0% | -5.5% | +7.2% |
| 6M | +12.2% | +21.7% | -9.5% | +3.9% |
| YTD | +4.7% | +37.7% | -33.0% | -7.2% |
| 1Y | +2.8% | +46.8% | -44.0% | -11.4% |
| All | +2.8% | +46.9% | -44.1% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling