+5,731.6%
MU vs WMT
+436.6%
+5,295.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.6% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | +7.0% | -7.4% | +14.4% | +8.9% |
| 3M | -2.1% | -10.9% | +8.8% | +0.2% |
| 6M | +133.1% | -12.7% | +145.7% | +138.1% |
| YTD | +241.9% | -3.2% | +245.1% | +235.9% |
| 1Y | +548.8% | +5.3% | +543.5% | +512.1% |
| 3Y | +1,308.2% | +101.9% | +1,206.3% | +916.7% |
| 5Y | +1,260.7% | +134.6% | +1,126.2% | +809.2% |
| All | +5,731.6% | +436.6% | +5,295.0% | +3,061.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 10y: compounded portfolio wealth divided by compounded WMT 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…
10y analysis · Full analysis span regression · 6 months rolling