+3,081.1%
WMB vs MCO
+7,504.3%
-4,423.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +3.2% |
| 7D | +0.8% | -2.7% | +3.5% | +1.8% |
| 30D | +7.7% | +0.9% | +6.8% | +7.1% |
| 3M | +6.7% | +8.7% | -2.0% | +2.5% |
| 6M | +3.6% | +2.4% | +1.2% | +1.3% |
| YTD | +28.0% | -5.2% | +33.2% | +27.9% |
| 1Y | +37.6% | -4.4% | +42.0% | +36.4% |
| 3Y | +149.0% | +45.1% | +103.9% | +105.2% |
| 5Y | +285.3% | +31.5% | +253.8% | +220.9% |
| 10Y | +302.1% | +380.7% | -78.7% | +95.4% |
| All | +3,081.1% | +7,504.3% | -4,423.1% | +571.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling