+3,971.9%
MU vs WMB
+267.1%
+3,704.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | -22.0% | -13.8% | -8.2% | -16.1% |
| 30D | -36.6% | -10.3% | -26.2% | -33.1% |
| 3M | -21.7% | -10.1% | -11.7% | -17.9% |
| 6M | +3.5% | -11.8% | +15.4% | +9.0% |
| YTD | +141.9% | +8.9% | +133.0% | +129.8% |
| 1Y | +189.8% | +14.0% | +175.9% | +169.0% |
| 3Y | +855.4% | +100.5% | +754.8% | +587.3% |
| 5Y | +869.2% | +179.5% | +689.7% | +487.8% |
| All | +3,971.9% | +267.1% | +3,704.8% | +2,039.4% |
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