-10.1%
DIS vs MP
-17.4%
+7.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.7% |
| 7D | -2.6% | -2.9% | +0.3% | -2.6% |
| 30D | +3.5% | +13.8% | -10.3% | +3.3% |
| 3M | +6.8% | -16.7% | +23.5% | +7.3% |
| 6M | +3.0% | -11.5% | +14.5% | +3.2% |
| YTD | -6.7% | +7.9% | -14.7% | -6.4% |
| 1Y | -10.1% | -15.0% | +5.0% | -9.1% |
| All | -10.1% | -17.4% | +7.3% | -9.1% |
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