-7.3%
DIS vs MKTX
-10.9%
+3.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +2.2% | +0.8% | +1.4% | +2.2% |
| 3M | +8.1% | +41.1% | -33.0% | +7.1% |
| 6M | +5.2% | -9.5% | +14.8% | +6.9% |
| YTD | -6.3% | -8.7% | +2.4% | -5.1% |
| 1Y | -7.3% | -10.0% | +2.7% | -4.4% |
| All | -7.3% | -10.9% | +3.6% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling