+22.7%
DIS vs MXL
+284.4%
-261.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.9% |
| 7D | -1.3% | +16.6% | -17.9% | -3.0% |
| 30D | +2.2% | +0.5% | +1.7% | +1.7% |
| 3M | +8.1% | -3.6% | +11.8% | +4.8% |
| 6M | +5.2% | +328.0% | -322.8% | -23.3% |
| YTD | -6.3% | +297.8% | -304.1% | -31.2% |
| 1Y | -7.3% | +339.4% | -346.7% | -33.8% |
| 3Y | +33.8% | +201.7% | -168.0% | -7.8% |
| 5Y | -40.7% | +32.8% | -73.5% | -54.4% |
| All | +22.7% | +284.4% | -261.7% | -33.9% |
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