+273.3%
WMB vs MDB
+924.6%
-651.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +2.0% |
| 7D | +1.6% | +3.0% | -1.4% | +1.4% |
| 30D | -7.1% | -11.3% | +4.2% | -6.4% |
| 3M | -4.0% | -23.0% | +19.0% | -2.8% |
| 6M | -5.7% | +14.8% | -20.5% | -7.7% |
| YTD | +17.2% | -19.4% | +36.6% | +17.0% |
| 1Y | +17.2% | -9.0% | +26.2% | +15.6% |
| 3Y | +121.1% | -10.3% | +131.3% | +111.3% |
| 5Y | +197.2% | -38.4% | +235.6% | +179.4% |
| All | +273.3% | +924.6% | -651.3% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling