+421.1%
WMT vs MA
+514.8%
-93.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.5% | -3.5% | +1.0% | -1.7% |
| 30D | -6.4% | +0.7% | -7.1% | -6.6% |
| 3M | -12.1% | +15.8% | -27.9% | -15.0% |
| 6M | -15.0% | +10.2% | -25.2% | -17.0% |
| YTD | -4.5% | -0.5% | -4.0% | -4.8% |
| 1Y | +6.2% | -1.8% | +8.0% | +6.1% |
| 3Y | +99.9% | +38.7% | +61.1% | +84.4% |
| 5Y | +131.4% | +67.6% | +63.8% | +102.1% |
| All | +421.1% | +514.8% | -93.7% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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