+1,166.2%
MPC vs WMB
+284.4%
+881.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.9% |
| 7D | +9.4% | +8.1% | +1.3% | +3.5% |
| 30D | -13.4% | -6.9% | -6.6% | -9.3% |
| 3M | +18.9% | -5.1% | +24.0% | +22.4% |
| 6M | +64.9% | -5.7% | +70.6% | +69.4% |
| YTD | +156.8% | +18.1% | +138.7% | +122.9% |
| 1Y | +113.2% | +18.4% | +94.8% | +84.3% |
| 3Y | +201.8% | +122.7% | +79.1% | +53.9% |
| 5Y | +601.4% | +202.0% | +399.3% | +179.9% |
| All | +1,166.2% | +284.4% | +881.8% | +298.9% |
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