-31.9%
DIS vs MP
-5.6%
-26.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.4% | -0.9% |
| 7D | +5.2% | -10.5% | +15.8% | +6.3% |
| 30D | +11.5% | -23.5% | +35.0% | +14.2% |
| 3M | +11.5% | -25.4% | +37.0% | +14.2% |
| 6M | +8.9% | -51.3% | +60.1% | +15.8% |
| YTD | +3.4% | -29.9% | +33.3% | +4.6% |
| 1Y | +7.2% | -31.8% | +39.0% | +8.2% |
| 3Y | +43.3% | +127.0% | -83.7% | +6.5% |
| All | -31.9% | -5.6% | -26.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling