+270.9%
WMB vs MCO
+26.7%
+244.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | -1.7% | -7.3% | +5.7% | -0.1% |
| 30D | +0.7% | -1.7% | +2.4% | +0.9% |
| 3M | +1.5% | +3.9% | -2.4% | +0.2% |
| 6M | +0.1% | +3.8% | -3.7% | -1.5% |
| YTD | +22.9% | -7.9% | +30.8% | +24.2% |
| 1Y | +27.9% | -6.8% | +34.7% | +28.4% |
| 3Y | +139.1% | +40.9% | +98.2% | +111.4% |
| 5Y | +270.9% | +27.5% | +243.4% | +217.3% |
| All | +270.9% | +26.7% | +244.2% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling