+8,892.0%
WMT vs MKC
+3,311.3%
+5,580.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -2.5% | -2.8% | +0.3% | -1.8% |
| 30D | -6.4% | -3.4% | -3.0% | -5.6% |
| 3M | -12.1% | +3.8% | -15.9% | -13.2% |
| 6M | -15.0% | -17.9% | +3.0% | -11.0% |
| YTD | -4.5% | -23.6% | +19.1% | +1.6% |
| 1Y | +6.2% | -23.1% | +29.3% | +12.5% |
| 3Y | +99.9% | -31.5% | +131.4% | +115.6% |
| 5Y | +131.4% | -33.1% | +164.5% | +149.2% |
| 10Y | +433.2% | +29.3% | +403.9% | +377.5% |
| All | +8,892.0% | +3,311.3% | +5,580.7% | +3,409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling