+433.7%
WMT vs MPC
+1,153.9%
-720.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -0.2% | +3.2% | -3.5% | -0.5% |
| 30D | -5.8% | +25.0% | -30.9% | -7.6% |
| 3M | -10.8% | +55.2% | -65.9% | -14.2% |
| 6M | -14.3% | +86.4% | -100.7% | -19.0% |
| YTD | -4.4% | +148.5% | -152.9% | -12.1% |
| 1Y | +4.3% | +121.7% | -117.4% | -3.2% |
| 3Y | +100.1% | +172.9% | -72.8% | +80.2% |
| 5Y | +130.8% | +679.9% | -549.1% | +88.0% |
| 10Y | +433.7% | +1,174.7% | -741.0% | +303.6% |
| All | +433.7% | +1,153.9% | -720.2% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling