+31.9%
DIS vs MKTX
+12.8%
+19.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +9.2% | +0.9% | +8.2% | +9.0% |
| 3M | +13.5% | +2.6% | +10.9% | +13.0% |
| 6M | +14.3% | +20.4% | -6.1% | +9.9% |
| YTD | +5.4% | -7.1% | +12.4% | +6.1% |
| 1Y | +12.2% | -2.8% | +14.9% | +11.9% |
| 3Y | +37.2% | -21.7% | +58.9% | +38.8% |
| 5Y | -23.1% | -54.5% | +31.4% | -14.6% |
| All | +31.9% | +12.8% | +19.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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