+7.0%
WMT vs MTB
+23.4%
-16.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.9% | +1.7% | +2.2% | +3.7% |
| 30D | -4.4% | -4.2% | -0.2% | -4.1% |
| 3M | -8.8% | +8.9% | -17.7% | -9.0% |
| 6M | -15.6% | +10.9% | -26.5% | -15.9% |
| YTD | -3.2% | +21.5% | -24.7% | -5.1% |
| 1Y | +7.0% | +21.9% | -14.9% | +3.6% |
| All | +7.0% | +23.4% | -16.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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