+43.9%
DIS vs MP
+104.2%
-60.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.6% | -1.3% |
| 7D | +5.7% | -19.0% | +24.7% | +6.4% |
| 30D | +12.7% | -30.5% | +43.2% | +14.0% |
| 3M | +15.2% | -29.6% | +44.8% | +16.4% |
| 6M | +17.6% | -50.4% | +68.0% | +20.2% |
| YTD | +3.8% | -33.2% | +37.0% | +4.6% |
| 1Y | +6.8% | -38.6% | +45.4% | +7.7% |
| All | +43.9% | +104.2% | -60.3% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling