+327.8%
WMT vs MDB
+1,017.4%
-689.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.0% |
| 7D | +3.9% | -17.4% | +21.4% | +4.7% |
| 30D | -4.4% | -2.0% | -2.4% | -4.4% |
| 3M | -8.8% | -3.0% | -5.8% | -8.9% |
| 6M | -15.6% | +48.7% | -64.3% | -17.6% |
| YTD | -3.2% | -12.1% | +8.9% | -3.4% |
| 1Y | +7.0% | +14.5% | -7.5% | +5.1% |
| 3Y | +105.3% | -6.1% | +111.4% | +99.0% |
| 5Y | +129.3% | -27.3% | +156.6% | +118.1% |
| All | +327.8% | +1,017.4% | -689.6% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling