-31.9%
DIS vs MLM
+23.5%
-55.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | +5.2% | -4.1% | +9.4% | +7.1% |
| 30D | +11.5% | +8.2% | +3.3% | +7.6% |
| 3M | +11.5% | -3.6% | +15.1% | +13.0% |
| 6M | +8.9% | -15.6% | +24.4% | +16.2% |
| YTD | +3.4% | -16.4% | +19.8% | +10.2% |
| 1Y | +7.2% | -14.3% | +21.5% | +13.0% |
| 3Y | +43.3% | +19.3% | +24.0% | +23.6% |
| All | -31.9% | +23.5% | -55.5% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling