+36.3%
DIS vs M
-3.0%
+39.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +4.4% | +5.0% | -0.6% | +3.3% |
| 30D | +10.3% | +10.6% | -0.3% | +8.0% |
| 3M | +15.5% | +1.6% | +13.9% | +14.8% |
| 6M | +11.2% | +30.8% | -19.6% | +4.6% |
| YTD | +5.6% | +16.9% | -11.3% | +1.0% |
| 1Y | +7.7% | +26.3% | -18.5% | +1.3% |
| 3Y | +39.3% | +158.6% | -119.3% | +8.7% |
| 5Y | -29.5% | +2.1% | -31.6% | -37.0% |
| 10Y | +36.3% | -4.3% | +40.6% | -8.8% |
| All | +36.3% | -3.0% | +39.3% | -8.8% |
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