-41.5%
DIS vs MXL
+23.2%
-64.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -0.7% |
| 7D | -1.1% | +15.5% | -16.6% | -2.2% |
| 30D | +0.1% | -11.3% | +11.5% | +0.7% |
| 3M | +7.1% | -16.1% | +23.2% | +5.9% |
| 6M | +4.3% | +323.0% | -318.8% | -19.1% |
| YTD | -6.9% | +281.5% | -288.5% | -27.0% |
| 1Y | -10.3% | +319.3% | -329.6% | -31.2% |
| 3Y | +32.8% | +189.4% | -156.6% | -1.8% |
| 5Y | -41.5% | +26.0% | -67.5% | -50.3% |
| All | -41.5% | +23.2% | -64.7% | -50.3% |
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 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