-42.2%
DIS vs MKTX
-61.3%
+19.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | +1.0% | +1.0% | 0.0% | +0.8% |
| 3M | +5.7% | +40.8% | -35.1% | -0.2% |
| 6M | +3.3% | -10.9% | +14.2% | +5.2% |
| YTD | -7.7% | -8.6% | +0.9% | -6.5% |
| 1Y | -10.0% | -11.6% | +1.6% | -8.3% |
| 3Y | +31.7% | -24.5% | +56.2% | +33.4% |
| 5Y | -42.2% | -60.7% | +18.5% | -36.1% |
| All | -42.2% | -61.3% | +19.1% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling