+6,475.2%
MCD vs WMB
+4,805.5%
+1,669.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +7.1% | -13.8% | +20.9% | +8.7% |
| 30D | +19.8% | -10.3% | +30.1% | +20.9% |
| 3M | +0.8% | -10.1% | +10.9% | +1.7% |
| 6M | -1.3% | -11.8% | +10.5% | -0.4% |
| YTD | -7.8% | +8.9% | -16.7% | -9.0% |
| 1Y | -5.0% | +14.0% | -18.9% | -6.7% |
| 3Y | +10.5% | +100.5% | -90.0% | +1.8% |
| 5Y | +22.0% | +179.5% | -157.5% | +8.0% |
| 10Y | +216.7% | +272.7% | -56.1% | +165.9% |
| All | +6,475.2% | +4,805.5% | +1,669.7% | +2,916.8% |
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