+211.3%
MCD vs WMB
+267.9%
-56.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.9% |
| 7D | +5.9% | -6.7% | +12.6% | +7.4% |
| 30D | +19.6% | -8.6% | +28.2% | +21.6% |
| 3M | +3.3% | -4.9% | +8.2% | +3.8% |
| 6M | +3.5% | -6.3% | +9.8% | +4.1% |
| YTD | -6.1% | +13.0% | -19.1% | -10.0% |
| 1Y | -3.7% | +14.9% | -18.6% | -8.1% |
| 3Y | +13.4% | +113.4% | -100.0% | -10.1% |
| 5Y | +25.2% | +190.2% | -165.0% | -10.5% |
| 10Y | +211.3% | +259.9% | -48.6% | +76.1% |
| All | +211.3% | +267.9% | -56.6% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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