+788.0%
WMB vs MXL
+249.5%
+538.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.6% |
| 7D | +0.6% | +1.6% | -1.1% | +0.3% |
| 30D | +3.3% | -7.0% | +10.3% | +3.6% |
| 3M | +3.1% | -33.4% | +36.5% | +5.3% |
| 6M | -0.7% | +260.2% | -260.9% | -25.6% |
| YTD | +25.2% | +260.0% | -234.8% | -6.8% |
| 1Y | +32.9% | +303.5% | -270.6% | -3.9% |
| 3Y | +140.6% | +160.4% | -19.9% | +70.6% |
| 5Y | +273.5% | +14.7% | +258.8% | +188.6% |
| 10Y | +334.2% | +215.6% | +118.6% | +138.6% |
| All | +788.0% | +249.5% | +538.5% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling