-3.1%
WMT vs MP
-49.0%
+46.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.7% | -1.0% |
| 7D | +1.6% | -10.5% | +12.1% | +0.2% |
| 30D | +16.1% | -23.5% | +39.6% | +12.3% |
| 3M | +12.3% | -25.4% | +37.7% | +9.1% |
| 6M | -3.1% | -51.3% | +48.2% | -15.7% |
| All | -3.1% | -49.0% | +46.0% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling