+254.1%
MP vs WMB
+353.6%
-99.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | -10.5% | -13.8% | +3.3% | -3.1% |
| 30D | -23.5% | -10.3% | -13.2% | -19.1% |
| 3M | -25.4% | -10.1% | -15.4% | -21.6% |
| 6M | -51.3% | -11.8% | -39.4% | -48.7% |
| YTD | -29.9% | +8.9% | -38.9% | -35.1% |
| 1Y | -31.8% | +14.0% | -45.8% | -38.5% |
| 3Y | +127.0% | +100.5% | +26.5% | +39.0% |
| 5Y | -3.3% | +179.5% | -182.8% | -50.0% |
| All | +254.1% | +353.6% | -99.5% | +62.6% |
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 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