-7.3%
DIS vs MXL
+329.6%
-336.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.5% |
| 7D | -1.3% | +16.6% | -17.9% | -1.0% |
| 30D | +2.2% | +0.5% | +1.7% | +2.3% |
| 3M | +8.1% | -3.6% | +11.8% | +7.7% |
| 6M | +5.2% | +328.0% | -322.8% | -3.9% |
| YTD | -6.3% | +297.8% | -304.1% | -14.1% |
| 1Y | -7.3% | +339.4% | -346.7% | -16.4% |
| All | -7.3% | +329.6% | -336.9% | -16.4% |
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 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