+18.3%
DIS vs MULL
+968.6%
-950.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.1% | -9.5% | -0.6% |
| 7D | +5.2% | -42.7% | +47.9% | +6.1% |
| 30D | +11.5% | -63.8% | +75.2% | +13.2% |
| 3M | +11.5% | -49.0% | +60.6% | +12.1% |
| 6M | +8.9% | -38.2% | +47.0% | +4.6% |
| YTD | +3.4% | +167.0% | -163.6% | -11.7% |
| 1Y | +7.2% | +247.7% | -240.5% | -11.3% |
| All | +18.3% | +968.6% | -950.3% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling