+34.7%
DIS vs MLM
+190.7%
-156.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | +0.6% |
| 7D | +5.7% | -1.2% | +6.9% | +6.2% |
| 30D | +12.7% | +7.9% | +4.7% | +9.2% |
| 3M | +15.2% | -4.5% | +19.7% | +16.9% |
| 6M | +17.6% | -12.6% | +30.2% | +23.0% |
| YTD | +3.8% | -14.9% | +18.7% | +9.2% |
| 1Y | +6.8% | -13.1% | +19.9% | +11.4% |
| 3Y | +42.1% | +21.2% | +20.9% | +27.4% |
| 5Y | -31.2% | +32.0% | -63.2% | -41.5% |
| All | +34.7% | +190.7% | -156.0% | -16.1% |
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