+295.4%
WMB vs MXL
+284.4%
+11.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.8% |
| 7D | -1.7% | +16.6% | -18.3% | -3.4% |
| 30D | +0.7% | +0.5% | +0.2% | +0.2% |
| 3M | +1.5% | -3.6% | +5.1% | -1.0% |
| 6M | +0.1% | +328.0% | -328.0% | -25.0% |
| YTD | +22.9% | +297.8% | -274.9% | -7.4% |
| 1Y | +27.9% | +339.4% | -311.6% | -6.0% |
| 3Y | +139.1% | +201.7% | -62.6% | +70.7% |
| 5Y | +270.9% | +32.8% | +238.2% | +188.9% |
| All | +295.4% | +284.4% | +11.0% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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