+371.9%
DIS vs MAR
+3,214.7%
-2,842.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +1.0% | -0.4% | +0.1% |
| 30D | +10.3% | +16.2% | -5.9% | +3.0% |
| 3M | +15.6% | +23.1% | -7.5% | +5.0% |
| 6M | +15.1% | +22.0% | -6.8% | +4.7% |
| YTD | +6.0% | +39.2% | -33.2% | -9.7% |
| 1Y | +5.7% | +48.3% | -42.6% | -12.6% |
| 3Y | +39.8% | +123.4% | -83.6% | -5.0% |
| 5Y | -23.9% | +185.4% | -209.3% | -54.4% |
| 10Y | +32.9% | +539.2% | -506.2% | -49.1% |
| All | +371.9% | +3,214.7% | -2,842.8% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling