+228.2%
DIS vs MPC
+2,977.1%
-2,748.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | +5.4% | -8.0% | -3.9% |
| 30D | +3.5% | +31.0% | -27.5% | -3.6% |
| 3M | +6.8% | +46.0% | -39.2% | -3.7% |
| 6M | +3.0% | +77.3% | -74.3% | -12.7% |
| YTD | -6.7% | +141.9% | -148.6% | -27.5% |
| 1Y | -10.1% | +120.9% | -131.0% | -28.6% |
| 3Y | +33.0% | +182.7% | -149.6% | -3.0% |
| 5Y | -40.0% | +646.4% | -686.4% | -66.9% |
| 10Y | +21.1% | +1,138.7% | -1,117.7% | -46.8% |
| All | +228.2% | +2,977.1% | -2,748.9% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling