+5.9%
DIS vs MP
+291.5%
-285.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | +1.9% | +9.5% | -7.6% | +1.1% |
| 30D | +9.2% | -3.0% | +12.1% | +9.3% |
| 3M | +13.5% | -30.4% | +43.9% | +16.8% |
| 6M | +14.3% | -39.2% | +53.5% | +18.3% |
| YTD | +5.4% | -23.3% | +28.6% | +5.7% |
| 1Y | +12.2% | -32.6% | +44.8% | +13.6% |
| 3Y | +37.2% | +159.3% | -122.1% | +9.5% |
| 5Y | -23.1% | -16.4% | -6.7% | -31.2% |
| All | +5.9% | +291.5% | -285.7% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling