+872.5%
WMT vs MPC
+2,849.2%
-1,976.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +1.6% | -16.2% | +17.8% | +3.2% |
| 30D | +16.1% | -15.7% | +31.8% | +17.7% |
| 3M | +12.3% | +24.9% | -12.6% | +9.7% |
| 6M | -3.1% | +52.7% | -55.7% | -7.2% |
| YTD | +13.4% | +131.9% | -118.5% | +4.0% |
| 1Y | +24.5% | +96.6% | -72.2% | +15.9% |
| 3Y | +135.7% | +163.8% | -28.1% | +111.1% |
| 5Y | +166.8% | +533.1% | -366.3% | +117.6% |
| 10Y | +543.4% | +1,118.6% | -575.2% | +373.0% |
| All | +872.5% | +2,849.2% | -1,976.7% | +504.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling