+27.5%
MDT vs WMB
+148.7%
-121.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.2% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +6.0% | +7.7% | -1.7% | +4.9% |
| 3M | +15.5% | +6.7% | +8.8% | +14.3% |
| 6M | +3.4% | +3.6% | -0.2% | +2.7% |
| YTD | -2.2% | +28.0% | -30.2% | -5.5% |
| 1Y | +2.6% | +37.6% | -35.0% | -2.1% |
| 3Y | +27.5% | +149.0% | -121.5% | +8.2% |
| All | +27.5% | +148.7% | -121.2% | +8.2% |
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