-6.3%
DIS vs MP
+450.8%
-457.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | -2.6% | -2.9% | +0.3% | -2.3% |
| 30D | +3.5% | +13.8% | -10.3% | +2.1% |
| 3M | +6.8% | -16.7% | +23.5% | +8.1% |
| 6M | +3.0% | -11.5% | +14.5% | +3.0% |
| YTD | -6.7% | +7.9% | -14.7% | -8.9% |
| 1Y | -10.1% | -15.0% | +5.0% | -11.3% |
| 3Y | +33.0% | +153.5% | -120.5% | +8.5% |
| 5Y | -40.0% | +58.7% | -98.6% | -48.7% |
| All | -6.3% | +450.8% | -457.1% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling