+410.7%
DIS vs MKTX
+1,446.2%
-1,035.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +3.5% | +1.1% | +2.4% | +3.3% |
| 3M | +6.8% | +36.1% | -29.3% | -1.0% |
| 6M | +3.0% | -12.9% | +15.9% | +4.7% |
| YTD | -6.7% | -8.5% | +1.8% | -6.3% |
| 1Y | -10.1% | -7.5% | -2.5% | -10.1% |
| 3Y | +33.0% | -28.3% | +61.4% | +36.7% |
| 5Y | -40.0% | -63.3% | +23.3% | -29.9% |
| 10Y | +21.1% | +4.5% | +16.5% | +7.0% |
| All | +410.7% | +1,446.2% | -1,035.5% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling