+463.5%
DIS vs MPWR
+14,560.0%
-14,096.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.3% | +8.8% | +0.7% |
| 7D | +5.7% | -5.6% | +11.3% | +6.7% |
| 30D | +12.7% | -23.2% | +35.9% | +18.5% |
| 3M | +15.2% | -15.8% | +31.0% | +18.1% |
| 6M | +17.6% | -28.5% | +46.1% | +22.9% |
| YTD | +3.8% | +25.5% | -21.6% | -5.4% |
| 1Y | +6.8% | +13.9% | -7.1% | -0.7% |
| 3Y | +42.1% | +134.6% | -92.4% | +4.8% |
| 5Y | -31.2% | +114.8% | -146.0% | -50.7% |
| 10Y | +37.6% | +1,499.3% | -1,461.7% | -40.5% |
| All | +463.5% | +14,560.0% | -14,096.4% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling