+3,703.0%
WMT vs MLM
+2,961.7%
+741.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +3.9% | -2.9% | +6.8% | +4.4% |
| 30D | -4.4% | -6.8% | +2.4% | -3.3% |
| 3M | -8.8% | -11.2% | +2.4% | -7.1% |
| 6M | -15.6% | -21.8% | +6.2% | -12.3% |
| YTD | -3.2% | -17.0% | +13.8% | -0.6% |
| 1Y | +7.0% | -16.4% | +23.4% | +9.8% |
| 3Y | +105.3% | +14.5% | +90.8% | +97.6% |
| 5Y | +129.3% | +41.7% | +87.5% | +110.0% |
| 10Y | +423.9% | +200.0% | +223.9% | +298.5% |
| All | +3,703.0% | +2,961.7% | +741.3% | +1,599.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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