+131.4%
WMT vs MAR
+151.1%
-19.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -2.5% | -2.1% | -0.4% | -2.1% |
| 30D | -6.4% | -5.7% | -0.8% | -5.5% |
| 3M | -12.1% | -14.6% | +2.5% | -9.8% |
| 6M | -15.0% | +1.3% | -16.3% | -15.3% |
| YTD | -4.5% | +6.7% | -11.2% | -5.9% |
| 1Y | +6.2% | +26.4% | -20.3% | +1.4% |
| 3Y | +99.9% | +64.7% | +35.1% | +82.1% |
| 5Y | +131.4% | +153.1% | -21.6% | +104.2% |
| All | +131.4% | +151.1% | -19.6% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling