+7.7%
DIS vs MULL
+251.4%
-243.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | 0.0% |
| 7D | +4.4% | -32.2% | +36.6% | +3.7% |
| 30D | +10.3% | -55.4% | +65.7% | +8.8% |
| 3M | +15.5% | -41.3% | +56.8% | +14.6% |
| 6M | +11.2% | -44.9% | +56.1% | +9.8% |
| YTD | +5.6% | +192.4% | -186.8% | +2.0% |
| 1Y | +7.7% | +239.4% | -231.7% | +2.9% |
| All | +7.7% | +251.4% | -243.6% | +2.9% |
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