+4.6%
WMT vs MP
-11.6%
+16.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.0% |
| 7D | +0.1% | +3.0% | -2.9% | +0.2% |
| 30D | -5.0% | +8.3% | -13.3% | -4.7% |
| 3M | -11.3% | -3.8% | -7.4% | -11.1% |
| 6M | -13.8% | -4.9% | -8.9% | -14.0% |
| YTD | -4.2% | +9.6% | -13.8% | -4.2% |
| 1Y | +4.6% | -11.7% | +16.3% | +4.6% |
| All | +4.6% | -11.6% | +16.2% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling