+247.1%
WMB vs MDB
+848.0%
-600.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.5% |
| 7D | -13.8% | -11.4% | -2.4% | -13.1% |
| 30D | -10.3% | -13.8% | +3.5% | -9.5% |
| 3M | -10.1% | -15.5% | +5.4% | -9.5% |
| 6M | -11.8% | +17.9% | -29.8% | -13.9% |
| YTD | +8.9% | -25.5% | +34.4% | +9.4% |
| 1Y | +14.0% | -12.1% | +26.0% | +12.6% |
| 3Y | +100.5% | -5.9% | +106.4% | +90.3% |
| 5Y | +179.5% | -43.7% | +223.2% | +164.6% |
| All | +247.1% | +848.0% | -600.9% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling