+135.7%
WMT vs MPC
+160.2%
-24.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | +1.6% | -16.2% | +17.8% | +2.7% |
| 30D | +16.1% | -15.7% | +31.8% | +17.1% |
| 3M | +12.3% | +24.9% | -12.6% | +10.0% |
| 6M | -3.1% | +52.7% | -55.7% | -6.5% |
| YTD | +13.4% | +131.9% | -118.5% | +4.8% |
| 1Y | +24.5% | +96.6% | -72.2% | +16.9% |
| 3Y | +135.7% | +163.8% | -28.1% | +100.6% |
| All | +135.7% | +160.2% | -24.5% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling