+4.3%
WMT vs MPC
+122.7%
-118.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -0.2% | +3.2% | -3.5% | -0.3% |
| 30D | -5.8% | +25.0% | -30.9% | -5.8% |
| 3M | -10.8% | +55.2% | -65.9% | -10.4% |
| 6M | -14.3% | +86.4% | -100.7% | -13.2% |
| YTD | -4.4% | +148.5% | -152.9% | -3.0% |
| 1Y | +4.3% | +121.7% | -117.4% | +3.4% |
| All | +4.3% | +122.7% | -118.3% | +3.4% |
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