+1,120.0%
MPC vs WMB
+333.1%
+786.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +5.4% | +0.6% | +4.9% | +5.0% |
| 30D | +31.0% | +3.3% | +27.7% | +27.7% |
| 3M | +46.0% | +3.1% | +42.9% | +41.7% |
| 6M | +77.3% | -0.7% | +78.0% | +76.5% |
| YTD | +141.9% | +25.2% | +116.7% | +102.6% |
| 1Y | +120.9% | +32.9% | +88.1% | +75.7% |
| 3Y | +182.7% | +140.6% | +42.1% | +37.1% |
| 5Y | +646.4% | +273.5% | +373.0% | +155.6% |
| All | +1,120.0% | +333.1% | +786.9% | +261.5% |
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