+31.9%
DIS vs MXL
+161.9%
-130.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.2% |
| 7D | +1.9% | +13.4% | -11.5% | +0.4% |
| 30D | +9.2% | -29.2% | +38.4% | +11.9% |
| 3M | +13.5% | -27.2% | +40.7% | +14.6% |
| 6M | +14.3% | -36.4% | +50.7% | +13.4% |
| YTD | +5.4% | +220.0% | -214.7% | -22.6% |
| 1Y | +12.2% | +304.8% | -292.6% | -21.2% |
| 3Y | +37.2% | +238.5% | -201.3% | -10.9% |
| 5Y | -23.1% | -18.8% | -4.4% | -37.1% |
| All | +31.9% | +161.9% | -130.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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