+31.9%
DIS vs MPC
+1,171.2%
-1,139.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.9% | +11.2% | -9.3% | -0.9% |
| 30D | +9.2% | -14.5% | +23.6% | +13.1% |
| 3M | +13.5% | +16.7% | -3.2% | +8.0% |
| 6M | +14.3% | +67.6% | -53.3% | -2.2% |
| YTD | +5.4% | +157.9% | -152.6% | -21.2% |
| 1Y | +12.2% | +116.7% | -104.5% | -12.0% |
| 3Y | +37.2% | +199.8% | -162.6% | -4.2% |
| 5Y | -23.1% | +604.4% | -627.5% | -59.0% |
| All | +31.9% | +1,171.2% | -1,139.3% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling