-29.5%
DIS vs MXL
-19.0%
-10.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.3% |
| 7D | +4.4% | -15.9% | +20.3% | +5.2% |
| 30D | +10.3% | -44.0% | +54.3% | +13.9% |
| 3M | +15.5% | -21.3% | +36.9% | +15.5% |
| 6M | +11.2% | -46.1% | +57.3% | +12.1% |
| YTD | +5.6% | +208.8% | -203.3% | -17.2% |
| 1Y | +7.7% | +255.5% | -247.8% | -17.4% |
| 3Y | +39.3% | +223.3% | -184.0% | -2.9% |
| 5Y | -29.5% | -18.1% | -11.4% | -38.6% |
| All | -29.5% | -19.0% | -10.5% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling