+130.8%
WMT vs MDB
-24.3%
+155.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -0.2% | -4.5% | +4.3% | -0.1% |
| 30D | -5.8% | -14.0% | +8.2% | -5.5% |
| 3M | -10.8% | +5.3% | -16.1% | -11.0% |
| 6M | -14.3% | +31.9% | -46.2% | -15.4% |
| YTD | -4.4% | -14.6% | +10.2% | -4.3% |
| 1Y | +4.3% | +8.2% | -3.9% | +3.2% |
| 3Y | +100.1% | -5.0% | +105.1% | +94.3% |
| 5Y | +130.8% | -24.5% | +155.4% | +113.4% |
| All | +130.8% | -24.3% | +155.1% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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