+10,793.7%
WMT vs MDT
+8,767.7%
+2,026.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +1.0% |
| 7D | +2.0% | +1.0% | +1.0% | +1.8% |
| 30D | +10.3% | +9.2% | +1.1% | +7.8% |
| 3M | +11.0% | +14.5% | -3.5% | +7.1% |
| 6M | -2.3% | +37.3% | -39.6% | -10.2% |
| YTD | +15.7% | +9.8% | +5.9% | +12.5% |
| 1Y | +26.0% | +10.5% | +15.4% | +22.1% |
| 3Y | +136.5% | +57.4% | +79.1% | +107.9% |
| 5Y | +176.8% | +1.2% | +175.7% | +169.4% |
| 10Y | +537.5% | +63.2% | +474.3% | +430.8% |
| All | +10,793.7% | +8,767.7% | +2,026.0% | +2,370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling