+264.6%
MP vs WMB
+377.5%
-112.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -4.2% |
| 7D | -3.6% | -6.9% | +3.3% | +0.2% |
| 30D | -21.0% | -7.2% | -13.8% | -17.9% |
| 3M | -33.3% | -5.4% | -27.9% | -31.6% |
| 6M | -45.9% | -4.9% | -41.1% | -45.4% |
| YTD | -27.8% | +14.7% | -42.5% | -34.9% |
| 1Y | -43.2% | +14.7% | -57.9% | -48.9% |
| 3Y | +144.0% | +116.4% | +27.7% | +43.2% |
| 5Y | -6.1% | +198.5% | -204.6% | -53.0% |
| All | +264.6% | +377.5% | -112.9% | +62.9% |
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