+12.2%
DIS vs MXL
+277.9%
-265.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.5% |
| 7D | +1.9% | +13.4% | -11.5% | +2.3% |
| 30D | +9.2% | -29.2% | +38.4% | +8.3% |
| 3M | +13.5% | -27.2% | +40.7% | +13.0% |
| 6M | +14.3% | -36.4% | +50.7% | +13.6% |
| YTD | +5.4% | +220.0% | -214.7% | +0.8% |
| 1Y | +12.2% | +304.8% | -292.6% | +8.0% |
| All | +12.2% | +277.9% | -265.8% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling