+36.3%
DIS vs MPC
+1,105.8%
-1,069.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.4% | -8.8% | +13.2% | +6.7% |
| 30D | +10.3% | -14.4% | +24.7% | +14.3% |
| 3M | +15.5% | +21.9% | -6.4% | +8.5% |
| 6M | +11.2% | +60.1% | -48.9% | -3.7% |
| YTD | +5.6% | +142.3% | -136.7% | -19.8% |
| 1Y | +7.7% | +101.7% | -94.0% | -13.8% |
| 3Y | +39.3% | +184.8% | -145.5% | -1.4% |
| 5Y | -29.5% | +564.6% | -594.1% | -61.9% |
| 10Y | +36.3% | +1,098.3% | -1,062.1% | -38.9% |
| All | +36.3% | +1,105.8% | -1,069.5% | -38.9% |
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