+3.0%
DIS vs MPC
+84.6%
-81.6%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.6% |
| 7D | -2.6% | +5.4% | -8.0% | -0.9% |
| 30D | +3.5% | +31.0% | -27.5% | +13.0% |
| 3M | +6.8% | +46.0% | -39.2% | +21.3% |
| 6M | +3.0% | +77.3% | -74.3% | +23.9% |
| All | +3.0% | +84.6% | -81.6% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling