+178.4%
WMT vs MP
-13.0%
+191.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.5% |
| 7D | +2.0% | +9.5% | -7.4% | +2.0% |
| 30D | +10.3% | -3.0% | +13.2% | +10.3% |
| 3M | +11.0% | -30.4% | +41.3% | +11.3% |
| 6M | -2.3% | -39.2% | +36.8% | -1.9% |
| YTD | +15.7% | -23.3% | +39.0% | +15.5% |
| 1Y | +26.0% | -32.6% | +58.6% | +25.9% |
| 3Y | +136.5% | +159.3% | -22.8% | +122.0% |
| All | +178.4% | -13.0% | +191.4% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling