+4,407.5%
MU vs WMT
+538.2%
+3,869.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | +12.8% | +2.0% | +10.8% | +12.3% |
| 30D | -14.9% | +10.3% | -25.1% | -17.0% |
| 3M | -18.0% | +11.0% | -29.0% | -20.6% |
| 6M | -3.1% | -2.3% | -0.8% | -3.2% |
| YTD | +172.9% | +15.7% | +157.2% | +155.7% |
| 1Y | +228.8% | +26.0% | +202.9% | +197.0% |
| 3Y | +950.8% | +136.5% | +814.3% | +632.0% |
| 5Y | +931.3% | +176.8% | +754.4% | +563.6% |
| All | +4,407.5% | +538.2% | +3,869.3% | +2,379.9% |
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