+264.5%
WMB vs MLM
+185.4%
+79.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.4% |
| 7D | -13.8% | -4.1% | -9.7% | -12.5% |
| 30D | -10.3% | +8.2% | -18.5% | -13.3% |
| 3M | -10.1% | -3.6% | -6.5% | -9.3% |
| 6M | -11.8% | -15.6% | +3.7% | -7.2% |
| YTD | +8.9% | -16.4% | +25.4% | +14.1% |
| 1Y | +14.0% | -14.3% | +28.3% | +18.0% |
| 3Y | +100.5% | +19.3% | +81.2% | +75.6% |
| 5Y | +179.5% | +29.6% | +149.9% | +128.6% |
| All | +264.5% | +185.4% | +79.1% | +88.8% |
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