+32.9%
DIS vs MXL
+191.0%
-158.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.4% | -11.0% | -0.8% |
| 7D | +0.6% | +5.5% | -4.9% | -0.4% |
| 30D | +10.3% | -32.6% | +42.9% | +13.6% |
| 3M | +15.6% | -13.1% | +28.7% | +14.4% |
| 6M | +15.1% | -41.4% | +56.5% | +15.6% |
| YTD | +6.0% | +243.9% | -238.0% | -22.8% |
| 1Y | +5.7% | +305.1% | -299.4% | -25.3% |
| 3Y | +39.8% | +260.1% | -220.3% | -9.6% |
| 5Y | -23.9% | -12.1% | -11.8% | -38.2% |
| 10Y | +32.9% | +182.8% | -149.8% | -29.3% |
| All | +32.9% | +191.0% | -158.1% | -29.3% |
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