-10.3%
DIS vs MAR
+25.0%
-35.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | -1.1% | -1.7% | +0.6% | -0.5% |
| 30D | +0.1% | -6.9% | +7.1% | +2.6% |
| 3M | +7.1% | -15.8% | +22.9% | +13.2% |
| 6M | +4.3% | +1.9% | +2.3% | +3.4% |
| YTD | -6.9% | +6.6% | -13.6% | -8.8% |
| 1Y | -10.3% | +23.7% | -34.0% | -15.7% |
| All | -10.3% | +25.0% | -35.4% | -15.7% |
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