+99.2%
WMT vs MDT
+25.9%
+73.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.5% | -1.6% | -0.9% | -2.1% |
| 30D | -6.4% | +1.0% | -7.5% | -6.6% |
| 3M | -12.1% | +15.2% | -27.3% | -15.2% |
| 6M | -15.0% | +3.7% | -18.6% | -16.2% |
| YTD | -4.5% | -3.0% | -1.5% | -4.6% |
| 1Y | +6.2% | +2.5% | +3.7% | +4.4% |
| All | +99.2% | +25.9% | +73.3% | +88.0% |
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