+544.2%
WMT vs MPC
+1,171.2%
-627.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +2.0% | +11.2% | -9.2% | +1.2% |
| 30D | +10.3% | -14.5% | +24.8% | +11.6% |
| 3M | +11.0% | +16.7% | -5.7% | +9.3% |
| 6M | -2.3% | +67.6% | -69.9% | -6.8% |
| YTD | +15.7% | +157.9% | -142.2% | +6.0% |
| 1Y | +26.0% | +116.7% | -90.7% | +17.2% |
| 3Y | +136.5% | +199.8% | -63.3% | +111.3% |
| 5Y | +176.8% | +604.4% | -427.6% | +128.0% |
| All | +544.2% | +1,171.2% | -627.0% | +406.9% |
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