+205.9%
MCD vs WMB
+278.0%
-72.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.1% |
| 7D | -1.9% | +1.6% | -3.5% | -2.3% |
| 30D | +16.6% | -7.1% | +23.7% | +18.1% |
| 3M | +0.9% | -4.0% | +4.9% | +1.3% |
| 6M | +1.5% | -5.7% | +7.2% | +2.0% |
| YTD | -8.3% | +17.2% | -25.5% | -12.9% |
| 1Y | -8.1% | +17.2% | -25.3% | -12.8% |
| 3Y | +10.3% | +121.1% | -110.7% | -13.2% |
| 5Y | +23.4% | +197.2% | -173.8% | -12.1% |
| 10Y | +205.9% | +280.9% | -75.0% | +72.1% |
| All | +205.9% | +278.0% | -72.1% | +72.1% |
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