+8.3%
DIS vs MP
-35.7%
+43.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.3% | +4.3% |
| 7D | +9.1% | -12.5% | +21.6% | +9.4% |
| 30D | +14.8% | -23.3% | +38.1% | +15.4% |
| 3M | +21.2% | -24.4% | +45.5% | +21.7% |
| 6M | +18.3% | -45.8% | +64.1% | +20.2% |
| YTD | +5.4% | -28.9% | +34.3% | +6.4% |
| 1Y | +8.3% | -34.6% | +42.8% | +9.2% |
| All | +8.3% | -35.7% | +43.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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