+211.3%
MCD vs WING
+742.9%
-531.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.6% | +0.7% |
| 7D | +5.9% | +8.6% | -2.6% | +4.9% |
| 30D | +19.6% | +44.8% | -25.1% | +14.1% |
| 3M | +3.3% | +51.9% | -48.7% | -2.5% |
| 6M | +3.5% | +37.2% | -33.7% | -1.6% |
| YTD | -6.1% | -25.3% | +19.2% | -4.7% |
| 1Y | -3.7% | -25.1% | +21.4% | -2.4% |
| 3Y | +13.4% | -12.9% | +26.3% | +7.0% |
| 5Y | +25.2% | +12.0% | +13.1% | +9.4% |
| 10Y | +211.3% | +716.5% | -505.2% | +94.0% |
| All | +211.3% | +742.9% | -531.6% | +94.0% |
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