+32.6%
DIS vs M
-6.5%
+39.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +0.6% | -3.3% | +3.9% | +1.2% |
| 30D | +10.3% | +8.1% | +2.2% | +8.5% |
| 3M | +15.6% | +2.2% | +13.4% | +14.7% |
| 6M | +15.1% | +35.1% | -20.0% | +7.6% |
| YTD | +6.0% | +15.8% | -9.9% | +1.6% |
| 1Y | +5.7% | +25.8% | -20.1% | -0.5% |
| 3Y | +39.8% | +156.2% | -116.4% | +9.3% |
| 5Y | -23.9% | -2.4% | -21.5% | -31.4% |
| All | +32.6% | -6.5% | +39.1% | -12.1% |
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