+36.6%
DIS vs M
+3.7%
+32.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +0.5% |
| 7D | +5.3% | +2.5% | +2.8% | +4.7% |
| 30D | +10.2% | +10.1% | +0.2% | +8.1% |
| 3M | +13.5% | -0.9% | +14.5% | +13.4% |
| 6M | +11.1% | +30.2% | -19.0% | +4.6% |
| YTD | +5.5% | +16.3% | -10.8% | +1.0% |
| 1Y | +9.1% | +27.0% | -17.8% | +2.5% |
| 3Y | +36.0% | +154.5% | -118.5% | +6.5% |
| 5Y | -29.8% | -1.1% | -28.8% | -37.0% |
| 10Y | +36.6% | +0.5% | +36.1% | -9.2% |
| All | +36.6% | +3.7% | +32.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling