+961.7%
DIS vs MLM
+3,210.3%
-2,248.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.4% |
| 7D | +9.1% | +9.1% | 0.0% | +5.9% |
| 30D | +14.8% | +14.6% | +0.2% | +9.5% |
| 3M | +21.2% | +0.3% | +20.9% | +20.7% |
| 6M | +18.3% | -7.5% | +25.8% | +20.7% |
| YTD | +5.4% | -10.2% | +15.6% | +8.2% |
| 1Y | +8.3% | -10.5% | +18.7% | +11.3% |
| 3Y | +44.2% | +27.8% | +16.4% | +29.6% |
| 5Y | -28.0% | +38.9% | -66.9% | -37.7% |
| 10Y | +39.6% | +211.4% | -171.8% | -12.9% |
| All | +961.7% | +3,210.3% | -2,248.6% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling