+178.1%
MCD vs WMB
+319.8%
-141.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -6.0% | +3.3% | -9.3% | -6.8% |
| 3M | -5.6% | +3.1% | -8.7% | -6.5% |
| 6M | -21.9% | -0.7% | -21.1% | -22.1% |
| YTD | -14.7% | +25.2% | -39.9% | -19.7% |
| 1Y | -17.3% | +32.9% | -50.1% | -23.5% |
| 3Y | -2.2% | +140.6% | -142.7% | -24.1% |
| 5Y | +20.3% | +273.5% | -253.2% | -19.1% |
| All | +178.1% | +319.8% | -141.8% | +55.4% |
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