+389.8%
WMT vs MGY
+210.4%
+179.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | 0.0% | +3.5% | -3.5% | -0.2% |
| 30D | -7.4% | +5.3% | -12.7% | -7.7% |
| 3M | -10.9% | +2.6% | -13.5% | -11.1% |
| 6M | -12.7% | -3.3% | -9.4% | -12.7% |
| YTD | -3.2% | +29.2% | -32.4% | -4.6% |
| 1Y | +5.3% | +18.0% | -12.8% | +4.1% |
| 3Y | +101.9% | +30.0% | +71.8% | +97.5% |
| 5Y | +134.6% | +92.7% | +41.9% | +123.9% |
| All | +389.8% | +210.4% | +179.5% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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