+8.3%
DIS vs MULL
+444.9%
-436.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -13.8% | +17.9% | +3.9% |
| 7D | +9.1% | -35.9% | +45.0% | +8.1% |
| 30D | +14.8% | -47.3% | +62.1% | +13.5% |
| 3M | +21.2% | -30.6% | +51.7% | +20.5% |
| 6M | +18.3% | +13.7% | +4.6% | +16.9% |
| YTD | +5.4% | +272.1% | -266.8% | +1.8% |
| 1Y | +8.3% | +475.1% | -466.8% | +2.3% |
| All | +8.3% | +444.9% | -436.6% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling