+259.9%
WMB vs MLM
+167.5%
+92.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.8% |
| 7D | -6.7% | -3.8% | -2.8% | -5.3% |
| 30D | -8.6% | +11.0% | -19.6% | -12.4% |
| 3M | -4.9% | -3.1% | -1.9% | -4.3% |
| 6M | -6.3% | -9.8% | +3.5% | -3.9% |
| YTD | +13.0% | -14.4% | +27.3% | +17.2% |
| 1Y | +14.9% | -12.6% | +27.5% | +18.1% |
| 3Y | +113.4% | +19.7% | +93.6% | +86.7% |
| 5Y | +190.2% | +29.8% | +160.4% | +137.6% |
| 10Y | +259.9% | +153.5% | +106.3% | +90.7% |
| All | +259.9% | +167.5% | +92.4% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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