+733.4%
WMB vs MXL
+210.8%
+522.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.2% |
| 7D | +7.8% | +13.4% | -5.6% | +5.9% |
| 30D | -5.1% | -29.2% | +24.1% | -1.6% |
| 3M | -4.7% | -27.2% | +22.5% | -2.9% |
| 6M | -7.4% | -36.4% | +29.0% | -6.8% |
| YTD | +17.5% | +220.0% | -202.6% | -12.8% |
| 1Y | +19.5% | +304.8% | -285.3% | -14.9% |
| 3Y | +121.3% | +238.5% | -117.2% | +47.0% |
| 5Y | +200.5% | -18.8% | +219.3% | +144.2% |
| 10Y | +281.9% | +163.1% | +118.7% | +112.2% |
| All | +733.4% | +210.8% | +522.7% | +315.8% |
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 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