+4,246.8%
WMT vs MDY
+2,589.7%
+1,657.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -2.5% | -2.5% | 0.0% | -1.3% |
| 30D | -6.4% | -5.0% | -1.4% | -4.2% |
| 3M | -12.1% | +0.5% | -12.6% | -12.4% |
| 6M | -15.0% | +8.0% | -23.0% | -18.2% |
| YTD | -4.5% | +12.2% | -16.6% | -9.9% |
| 1Y | +6.2% | +14.0% | -7.8% | -0.8% |
| 3Y | +99.9% | +48.2% | +51.7% | +62.9% |
| 5Y | +131.4% | +46.1% | +85.4% | +86.3% |
| 10Y | +433.2% | +173.8% | +259.5% | +199.3% |
| All | +4,246.8% | +2,589.7% | +1,657.1% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling