+23.6%
WMT vs MPC
+104.9%
-81.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.6% | -8.8% | +9.4% | +0.3% |
| 30D | +12.8% | -14.4% | +27.1% | +12.4% |
| 3M | +11.7% | +21.9% | -10.2% | +11.7% |
| 6M | -3.5% | +60.1% | -63.6% | -2.2% |
| YTD | +13.4% | +142.3% | -128.9% | +17.8% |
| 1Y | +23.6% | +101.7% | -78.1% | +21.7% |
| All | +23.6% | +104.9% | -81.2% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling