+21.9%
DIS vs MLM
+199.9%
-178.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.2% |
| 7D | -2.6% | -2.9% | +0.3% | -1.5% |
| 30D | +3.5% | -6.8% | +10.3% | +6.3% |
| 3M | +6.8% | -11.2% | +18.1% | +11.3% |
| 6M | +3.0% | -21.8% | +24.8% | +12.5% |
| YTD | -6.7% | -17.0% | +10.2% | -0.7% |
| 1Y | -10.1% | -16.4% | +6.3% | -4.7% |
| 3Y | +33.0% | +14.5% | +18.6% | +22.0% |
| 5Y | -40.0% | +41.7% | -81.7% | -50.2% |
| All | +21.9% | +199.9% | -178.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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