-1.3%
WMT vs MPC
+62.9%
-64.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | 0.0% |
| 7D | -2.7% | +2.6% | -5.3% | -2.8% |
| 30D | +11.1% | -12.2% | +23.3% | +11.8% |
| 3M | +11.2% | +20.1% | -8.8% | +6.5% |
| 6M | -1.3% | +60.6% | -61.9% | -11.4% |
| All | -1.3% | +62.9% | -64.2% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling