+186.7%
WMT vs MP
+450.8%
-264.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.2% |
| 7D | +3.9% | -2.9% | +6.8% | +4.0% |
| 30D | -4.4% | +13.8% | -18.2% | -4.6% |
| 3M | -8.8% | -16.7% | +7.9% | -8.6% |
| 6M | -15.6% | -11.5% | -4.1% | -15.7% |
| YTD | -3.2% | +7.9% | -11.2% | -3.7% |
| 1Y | +7.0% | -15.0% | +22.1% | +6.7% |
| 3Y | +105.3% | +153.5% | -48.2% | +96.1% |
| 5Y | +129.3% | +58.7% | +70.6% | +119.3% |
| All | +186.7% | +450.8% | -264.1% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling