+298.7%
WMB vs MDB
+1,017.4%
-718.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.4% |
| 7D | +0.6% | -17.4% | +18.0% | +1.8% |
| 30D | +3.3% | -2.0% | +5.3% | +3.2% |
| 3M | +3.1% | -3.0% | +6.1% | +2.9% |
| 6M | -0.7% | +48.7% | -49.4% | -4.5% |
| YTD | +25.2% | -12.1% | +37.3% | +24.6% |
| 1Y | +32.9% | +14.5% | +18.4% | +29.1% |
| 3Y | +140.6% | -6.1% | +146.7% | +129.7% |
| 5Y | +273.5% | -27.3% | +300.8% | +246.2% |
| All | +298.7% | +1,017.4% | -718.7% | +159.7% |
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