+285.0%
WMB vs MXL
+34.9%
+250.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -1.3% |
| 7D | 0.0% | +19.0% | -19.0% | -1.1% |
| 30D | +4.6% | +4.5% | +0.1% | +4.1% |
| 3M | +5.7% | -1.5% | +7.3% | +4.3% |
| 6M | +4.2% | +348.6% | -344.4% | -11.0% |
| YTD | +26.8% | +310.3% | -283.4% | +8.8% |
| 1Y | +34.7% | +344.7% | -310.0% | +14.0% |
| 3Y | +146.8% | +211.2% | -64.4% | +105.7% |
| 5Y | +285.0% | +34.8% | +250.2% | +242.1% |
| All | +285.0% | +34.9% | +250.1% | +242.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling