-31.2%
DIS vs MPWR
+117.3%
-148.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.3% | +8.8% | +0.5% |
| 7D | +5.7% | -5.6% | +11.3% | +6.6% |
| 30D | +12.7% | -23.2% | +35.9% | +17.8% |
| 3M | +15.2% | -15.8% | +31.0% | +17.8% |
| 6M | +17.6% | -28.5% | +46.1% | +22.4% |
| YTD | +3.8% | +25.5% | -21.6% | -5.8% |
| 1Y | +6.8% | +13.9% | -7.1% | -1.0% |
| 3Y | +42.1% | +134.6% | -92.4% | +0.4% |
| 5Y | -31.2% | +114.8% | -146.0% | -57.9% |
| All | -31.2% | +117.3% | -148.5% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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