-2.6%
MDT vs WMB
+195.1%
-197.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +2.7% | -6.9% | +9.7% | +3.9% |
| 30D | +14.8% | -7.2% | +22.0% | +15.9% |
| 3M | +14.6% | -5.4% | +20.0% | +15.0% |
| 6M | +35.7% | -4.9% | +40.6% | +35.8% |
| YTD | +8.5% | +14.7% | -6.2% | +4.0% |
| 1Y | +13.3% | +14.7% | -1.4% | +8.5% |
| 3Y | +58.6% | +116.4% | -57.8% | +24.8% |
| 5Y | -2.6% | +198.5% | -201.2% | -31.6% |
| All | -2.6% | +195.1% | -197.7% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling