+5.3%
WMT vs MTB
+24.6%
-19.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.1% |
| 3M | -10.9% | +6.0% | -16.8% | -10.9% |
| 6M | -12.7% | +19.6% | -32.3% | -13.1% |
| YTD | -3.2% | +21.5% | -24.7% | -5.0% |
| 1Y | +5.3% | +24.7% | -19.4% | +1.0% |
| All | +5.3% | +24.6% | -19.3% | +1.0% |
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