+200.8%
WMB vs MDB
-41.3%
+242.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +7.8% | +6.8% | +1.0% | +7.5% |
| 30D | -5.1% | -6.2% | +1.1% | -4.9% |
| 3M | -4.7% | -29.2% | +24.5% | -3.6% |
| 6M | -7.4% | +10.3% | -17.7% | -8.5% |
| YTD | +17.5% | -20.4% | +37.8% | +17.6% |
| 1Y | +19.5% | -4.8% | +24.3% | +18.1% |
| 3Y | +121.3% | -11.6% | +132.9% | +113.8% |
| All | +200.8% | -41.3% | +242.2% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling