+6.5%
DIS vs MULL
+2,481.0%
-2,474.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.2% |
| 7D | -1.1% | +14.0% | -15.1% | -1.4% |
| 30D | +0.1% | +24.8% | -24.7% | -0.6% |
| 3M | +7.1% | -16.1% | +23.2% | +5.9% |
| 6M | +4.3% | +330.9% | -326.6% | -7.6% |
| YTD | -6.9% | +545.0% | -551.9% | -21.4% |
| 1Y | -10.3% | +2,427.1% | -2,437.4% | -35.1% |
| All | +6.5% | +2,481.0% | -2,474.6% | -32.3% |
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 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