+136.5%
WMT vs MDT
+57.0%
+79.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +1.0% |
| 7D | +2.0% | +1.0% | +1.0% | +1.7% |
| 30D | +10.3% | +9.2% | +1.1% | +7.5% |
| 3M | +11.0% | +14.5% | -3.5% | +6.8% |
| 6M | -2.3% | +37.3% | -39.6% | -10.4% |
| YTD | +15.7% | +9.8% | +5.9% | +11.5% |
| 1Y | +26.0% | +10.5% | +15.4% | +20.9% |
| 3Y | +136.5% | +57.4% | +79.1% | +119.0% |
| All | +136.5% | +57.0% | +79.5% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 3y: compounded portfolio wealth divided by compounded MDT 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…
3y analysis · Full analysis span regression · 6 months rolling