+1,935.3%
WMT vs MAR
+2,439.3%
-504.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | -5.0% | -6.9% | +2.0% | -3.6% |
| 3M | -11.3% | -15.8% | +4.5% | -8.2% |
| 6M | -13.8% | +1.9% | -15.7% | -14.4% |
| YTD | -4.2% | +6.6% | -10.8% | -5.9% |
| 1Y | +4.6% | +23.7% | -19.1% | -0.6% |
| 3Y | +100.5% | +64.6% | +35.9% | +77.9% |
| 5Y | +129.7% | +156.4% | -26.7% | +82.1% |
| 10Y | +423.4% | +415.4% | +8.1% | +223.5% |
| All | +1,935.3% | +2,439.3% | -504.0% | +547.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling