+950.8%
MU vs WMB
+121.9%
+829.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | +12.8% | +7.8% | +5.0% | +8.5% |
| 30D | -14.9% | -5.1% | -9.8% | -12.3% |
| 3M | -18.0% | -4.7% | -13.3% | -16.1% |
| 6M | -3.1% | -7.4% | +4.3% | -0.1% |
| YTD | +172.9% | +17.5% | +155.4% | +142.7% |
| 1Y | +228.8% | +19.5% | +209.4% | +188.1% |
| 3Y | +950.8% | +121.3% | +829.6% | +668.2% |
| All | +950.8% | +121.9% | +829.0% | +668.2% |
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