+8.3%
DIS vs MPC
+122.9%
-114.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.1% | +12.3% | +2.9% |
| 7D | +9.1% | -10.9% | +20.0% | +7.4% |
| 30D | +14.8% | -9.4% | +24.2% | +13.4% |
| 3M | +21.2% | +26.0% | -4.8% | +25.0% |
| 6M | +18.3% | +56.5% | -38.2% | +24.4% |
| YTD | +5.4% | +144.3% | -138.9% | +3.6% |
| 1Y | +8.3% | +117.2% | -109.0% | +7.0% |
| All | +8.3% | +122.9% | -114.7% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling