+135.9%
WMT vs MCO
+28.6%
+107.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | 0.0% | -3.8% | +3.8% | +0.9% |
| 30D | -7.4% | -0.4% | -7.0% | -7.4% |
| 3M | -10.9% | +7.7% | -18.6% | -12.5% |
| 6M | -12.7% | +7.0% | -19.7% | -14.4% |
| YTD | -3.2% | -6.4% | +3.2% | -2.3% |
| 1Y | +5.3% | -7.6% | +12.9% | +6.4% |
| 3Y | +101.9% | +43.2% | +58.6% | +81.2% |
| All | +135.9% | +28.6% | +107.3% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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