+199.5%
MCHP vs WMB
+307.8%
-108.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | 0.0% | -1.0% | +1.1% | +0.5% |
| 30D | -6.0% | -0.4% | -5.6% | -6.0% |
| 3M | -19.7% | +3.2% | -22.9% | -21.3% |
| 6M | +14.0% | +0.1% | +14.0% | +13.0% |
| YTD | +18.4% | +23.9% | -5.4% | +6.3% |
| 1Y | +17.1% | +27.6% | -10.5% | +3.4% |
| 3Y | +0.7% | +141.9% | -141.2% | -34.4% |
| 5Y | +5.1% | +273.8% | -268.7% | -44.3% |
| All | +199.5% | +307.8% | -108.3% | +41.8% |
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 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