+19.9%
MDT vs WMB
+22.7%
-2.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.4% | +12.5% | +5.8% |
| 7D | +10.7% | -8.6% | +19.4% | +10.4% |
| 30D | +19.3% | -4.2% | +23.5% | +18.7% |
| 3M | +22.8% | -4.4% | +27.2% | +22.0% |
| 6M | +36.4% | -8.7% | +45.1% | +36.0% |
| YTD | +12.1% | +15.4% | -3.3% | +13.1% |
| 1Y | +19.9% | +23.7% | -3.8% | +22.3% |
| All | +19.9% | +22.7% | -2.8% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling