+995.4%
MU vs WMB
+121.3%
+874.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +10.7% |
| 7D | +2.0% | +1.6% | +0.5% | +1.7% |
| 30D | -18.0% | -7.1% | -10.9% | -14.6% |
| 3M | -6.6% | -4.0% | -2.6% | -4.7% |
| 6M | +2.0% | -5.7% | +7.8% | +4.2% |
| YTD | +184.5% | +17.2% | +167.3% | +153.3% |
| 1Y | +236.9% | +17.2% | +219.7% | +198.9% |
| All | +995.4% | +121.3% | +874.1% | +701.9% |
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 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