+20.8%
DIS vs MULL
+1,070.1%
-1,049.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | +4.4% | -32.2% | +36.6% | +4.9% |
| 30D | +10.3% | -55.4% | +65.7% | +11.6% |
| 3M | +15.5% | -41.3% | +56.8% | +15.8% |
| 6M | +11.2% | -44.9% | +56.1% | +8.1% |
| YTD | +5.6% | +192.4% | -186.8% | -9.9% |
| 1Y | +7.7% | +239.4% | -231.7% | -10.0% |
| All | +20.8% | +1,070.1% | -1,049.3% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling