+5,979.9%
MCD vs WMB
+5,535.5%
+444.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -6.0% | +3.3% | -9.3% | -6.4% |
| 3M | -5.6% | +3.1% | -8.7% | -6.0% |
| 6M | -21.9% | -0.7% | -21.1% | -21.9% |
| YTD | -14.7% | +25.2% | -39.9% | -16.9% |
| 1Y | -17.3% | +32.9% | -50.1% | -19.9% |
| 3Y | -2.2% | +140.6% | -142.7% | -11.4% |
| 5Y | +20.3% | +273.5% | -253.2% | +3.5% |
| 10Y | +180.7% | +334.2% | -153.5% | +132.4% |
| All | +5,979.9% | +5,535.5% | +444.4% | +2,655.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling