+101.9%
WMT vs MDY
+48.5%
+53.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | -7.4% | -4.6% | -2.8% | -6.1% |
| 3M | -10.9% | -1.2% | -9.6% | -10.6% |
| 6M | -12.7% | +9.2% | -21.9% | -15.4% |
| YTD | -3.2% | +13.1% | -16.3% | -7.4% |
| 1Y | +5.3% | +13.0% | -7.7% | +0.7% |
| 3Y | +101.9% | +49.2% | +52.6% | +74.1% |
| All | +101.9% | +48.5% | +53.4% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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