-31.2%
DIS vs MPC
+551.6%
-582.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -0.7% |
| 7D | +5.7% | -12.8% | +18.4% | +8.3% |
| 30D | +12.7% | -12.7% | +25.4% | +15.2% |
| 3M | +15.2% | +27.1% | -11.9% | +8.1% |
| 6M | +17.6% | +45.8% | -28.2% | +5.9% |
| YTD | +3.8% | +134.7% | -130.9% | -19.1% |
| 1Y | +6.8% | +106.0% | -99.3% | -13.7% |
| 3Y | +42.1% | +165.5% | -123.4% | +3.1% |
| 5Y | -31.2% | +540.9% | -572.1% | -62.3% |
| All | -31.2% | +551.6% | -582.8% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling