-3.1%
WMT vs MPC
+48.3%
-51.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | +1.6% | -16.2% | +17.8% | +2.2% |
| 30D | +16.1% | -15.7% | +31.8% | +16.4% |
| 3M | +12.3% | +24.9% | -12.6% | +6.8% |
| 6M | -3.1% | +52.7% | -55.7% | -12.8% |
| All | -3.1% | +48.3% | -51.4% | -12.8% |
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