+213.3%
MCD vs WMB
+265.8%
-52.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.1% |
| 7D | +7.3% | -6.9% | +14.2% | +8.8% |
| 30D | +20.0% | -7.2% | +27.1% | +21.5% |
| 3M | +3.8% | -5.4% | +9.2% | +4.5% |
| 6M | +3.8% | -4.9% | +8.6% | +4.0% |
| YTD | -5.9% | +14.7% | -20.6% | -10.1% |
| 1Y | -3.2% | +14.7% | -17.9% | -7.7% |
| 3Y | +13.3% | +116.4% | -103.1% | -10.5% |
| 5Y | +25.2% | +198.5% | -173.3% | -11.1% |
| 10Y | +213.3% | +266.3% | -52.9% | +76.8% |
| All | +213.3% | +265.8% | -52.5% | +76.8% |
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