+428.1%
WMT vs MTB
+173.8%
+254.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -7.4% | -4.8% | -2.6% | -6.8% |
| 3M | -10.9% | +6.0% | -16.8% | -11.5% |
| 6M | -12.7% | +19.6% | -32.3% | -14.7% |
| YTD | -3.2% | +21.5% | -24.7% | -5.7% |
| 1Y | +5.3% | +24.7% | -19.4% | +2.1% |
| 3Y | +101.9% | +108.6% | -6.7% | +81.8% |
| 5Y | +134.6% | +106.7% | +27.8% | +108.6% |
| All | +428.1% | +173.8% | +254.2% | +351.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling