+168.5%
WMT vs MP
-5.6%
+174.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.7% | -1.8% |
| 7D | +1.6% | -10.5% | +12.1% | +1.7% |
| 30D | +16.1% | -23.5% | +39.6% | +16.3% |
| 3M | +12.3% | -25.4% | +37.7% | +12.5% |
| 6M | -3.1% | -51.3% | +48.2% | -2.3% |
| YTD | +13.4% | -29.9% | +43.3% | +13.2% |
| 1Y | +24.5% | -31.8% | +56.3% | +24.2% |
| 3Y | +135.7% | +127.0% | +8.7% | +121.7% |
| All | +168.5% | -5.6% | +174.1% | +155.4% |
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