+13,542.6%
MA vs WYNN
+138.6%
+13,404.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -3.5% | -1.4% | -2.1% | -3.1% |
| 30D | +0.8% | -11.8% | +12.5% | +4.2% |
| 3M | +14.8% | -15.8% | +30.6% | +20.0% |
| 6M | +10.0% | -10.7% | +20.7% | +12.8% |
| YTD | -0.1% | -24.5% | +24.4% | +6.9% |
| 1Y | -2.2% | -25.0% | +22.8% | +4.1% |
| 3Y | +39.3% | -1.8% | +41.0% | +33.1% |
| 5Y | +66.3% | -10.0% | +76.4% | +55.2% |
| 10Y | +513.2% | +3.2% | +510.1% | +379.2% |
| All | +13,542.6% | +138.6% | +13,404.1% | +5,777.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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