+2,819.4%
WMB vs MCO
+7,930.1%
-5,110.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +7.8% | +0.5% | +7.3% | +7.6% |
| 30D | -5.1% | +9.8% | -14.9% | -8.9% |
| 3M | -4.7% | +4.3% | -9.0% | -6.9% |
| 6M | -7.4% | +16.5% | -23.9% | -14.1% |
| YTD | +17.5% | +0.1% | +17.3% | +14.3% |
| 1Y | +19.5% | +4.4% | +15.0% | +14.2% |
| 3Y | +121.3% | +51.6% | +69.7% | +78.6% |
| 5Y | +200.5% | +36.7% | +163.8% | +146.1% |
| 10Y | +281.9% | +455.7% | -173.8% | +74.6% |
| All | +2,819.4% | +7,930.1% | -5,110.7% | +500.3% |
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 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