+13.4%
MCD vs WMB
+110.9%
-97.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.8% |
| 7D | +5.9% | -6.7% | +12.6% | +5.9% |
| 30D | +19.6% | -8.6% | +28.2% | +19.6% |
| 3M | +3.3% | -4.9% | +8.2% | +3.0% |
| 6M | +3.5% | -6.3% | +9.8% | +3.2% |
| YTD | -6.1% | +13.0% | -19.1% | -7.4% |
| 1Y | -3.7% | +14.9% | -18.6% | -5.1% |
| 3Y | +13.4% | +113.4% | -100.0% | +3.5% |
| All | +13.4% | +110.9% | -97.5% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling