+205.9%
MCD vs WING
+686.1%
-480.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | +16.6% | +32.3% | -15.7% | +12.5% |
| 3M | +0.9% | +50.2% | -49.2% | -4.5% |
| 6M | +1.5% | +31.7% | -30.2% | -3.1% |
| YTD | -8.3% | -29.6% | +21.3% | -6.2% |
| 1Y | -8.1% | -29.7% | +21.6% | -6.2% |
| 3Y | +10.3% | -19.8% | +30.1% | +5.3% |
| 5Y | +23.4% | +3.1% | +20.4% | +9.2% |
| 10Y | +205.9% | +682.9% | -477.0% | +93.1% |
| All | +205.9% | +686.1% | -480.2% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling