+5.7%
DIS vs MXL
+299.7%
-294.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.4% | -11.0% | +0.7% |
| 7D | +0.6% | +5.5% | -4.9% | +0.8% |
| 30D | +10.3% | -32.6% | +42.9% | +9.4% |
| 3M | +15.6% | -13.1% | +28.7% | +15.5% |
| 6M | +15.1% | -41.4% | +56.5% | +14.7% |
| YTD | +6.0% | +243.9% | -238.0% | -3.1% |
| 1Y | +5.7% | +305.1% | -299.4% | -9.3% |
| All | +5.7% | +299.7% | -294.0% | -9.3% |
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 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