+27.9%
WMB vs MXL
+329.6%
-301.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.0% |
| 7D | -1.7% | +16.6% | -18.3% | -2.0% |
| 30D | +0.7% | +0.5% | +0.2% | +0.6% |
| 3M | +1.5% | -3.6% | +5.1% | +1.1% |
| 6M | +0.1% | +328.0% | -328.0% | -5.8% |
| YTD | +22.9% | +297.8% | -274.9% | +15.6% |
| 1Y | +27.9% | +339.4% | -311.6% | +19.4% |
| All | +27.9% | +329.6% | -301.8% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling