-41.6%
DIS vs MGY
+85.8%
-127.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.1% |
| 7D | -3.5% | +1.5% | -5.0% | -3.8% |
| 30D | +1.0% | +6.8% | -5.9% | -0.6% |
| 3M | +5.7% | +2.6% | +3.1% | +4.6% |
| 6M | +3.3% | -3.1% | +6.4% | +2.6% |
| YTD | -7.7% | +29.4% | -37.1% | -14.9% |
| 1Y | -10.0% | +22.3% | -32.3% | -16.1% |
| 3Y | +31.7% | +26.6% | +5.2% | +19.5% |
| All | -41.6% | +85.8% | -127.4% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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