+5.3%
WMT vs MAR
+28.2%
-22.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | 0.0% | -0.5% | +0.6% | +0.1% |
| 30D | -7.4% | -5.4% | -2.0% | -6.7% |
| 3M | -10.9% | -15.5% | +4.6% | -9.1% |
| 6M | -12.7% | +3.0% | -15.6% | -12.4% |
| YTD | -3.2% | +8.5% | -11.7% | -4.0% |
| 1Y | +5.3% | +26.0% | -20.7% | +2.6% |
| All | +5.3% | +28.2% | -22.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling