+211.7%
MCD vs WMB
+267.1%
-55.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +7.1% | -13.8% | +20.9% | +10.5% |
| 30D | +19.8% | -10.3% | +30.1% | +22.2% |
| 3M | +0.8% | -10.1% | +10.9% | +2.6% |
| 6M | -1.3% | -11.8% | +10.5% | +0.7% |
| YTD | -7.8% | +8.9% | -16.7% | -10.9% |
| 1Y | -5.0% | +14.0% | -18.9% | -9.3% |
| 3Y | +10.5% | +100.5% | -90.0% | -11.0% |
| 5Y | +22.0% | +179.5% | -157.5% | -12.0% |
| All | +211.7% | +267.1% | -55.4% | +78.5% |
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