+4.3%
DIS vs MP
+240.8%
-236.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.6% | -0.9% |
| 7D | +5.7% | -19.0% | +24.7% | +7.6% |
| 30D | +12.7% | -30.5% | +43.2% | +16.1% |
| 3M | +15.2% | -29.6% | +44.8% | +18.3% |
| 6M | +17.6% | -50.4% | +68.0% | +24.0% |
| YTD | +3.8% | -33.2% | +37.0% | +5.5% |
| 1Y | +6.8% | -38.6% | +45.4% | +8.9% |
| 3Y | +42.1% | +105.5% | -63.4% | +16.3% |
| 5Y | -31.2% | -7.8% | -23.3% | -38.4% |
| All | +4.3% | +240.8% | -236.5% | -17.6% |
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