+135.9%
WMT vs MKC
-33.0%
+168.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | -7.4% | -3.1% | -4.3% | -6.7% |
| 3M | -10.9% | +5.2% | -16.1% | -12.0% |
| 6M | -12.7% | -12.8% | +0.1% | -10.1% |
| YTD | -3.2% | -23.3% | +20.1% | +2.7% |
| 1Y | +5.3% | -24.1% | +29.4% | +11.8% |
| 3Y | +101.9% | -32.1% | +134.0% | +120.4% |
| All | +135.9% | -33.0% | +168.9% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling