-29.8%
DIS vs MPC
+563.2%
-593.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +1.1% |
| 7D | +5.3% | -9.4% | +14.7% | +7.2% |
| 30D | +10.2% | -14.3% | +24.6% | +13.2% |
| 3M | +13.5% | +31.1% | -17.6% | +5.9% |
| 6M | +11.1% | +60.3% | -49.1% | -1.9% |
| YTD | +5.5% | +142.5% | -137.0% | -18.4% |
| 1Y | +9.1% | +104.6% | -95.5% | -11.4% |
| 3Y | +36.0% | +191.7% | -155.7% | -3.8% |
| 5Y | -29.8% | +549.2% | -579.1% | -61.8% |
| All | -29.8% | +563.2% | -593.1% | -61.8% |
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