+127.0%
MP vs WMB
+97.7%
+29.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | -10.5% | -13.8% | +3.3% | -5.1% |
| 30D | -23.5% | -10.3% | -13.2% | -20.2% |
| 3M | -25.4% | -10.1% | -15.4% | -22.4% |
| 6M | -51.3% | -11.8% | -39.4% | -49.3% |
| YTD | -29.9% | +8.9% | -38.9% | -34.6% |
| 1Y | -31.8% | +14.0% | -45.8% | -37.7% |
| 3Y | +127.0% | +100.5% | +26.5% | +23.0% |
| All | +127.0% | +97.7% | +29.3% | +23.0% |
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