+10.5%
MCD vs WING
-19.7%
+30.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.5% |
| 7D | +7.1% | +9.0% | -1.9% | +6.6% |
| 30D | +19.8% | +39.9% | -20.2% | +17.4% |
| 3M | +0.8% | +40.4% | -39.6% | -1.4% |
| 6M | -1.3% | +12.9% | -14.2% | -2.5% |
| YTD | -7.8% | -31.1% | +23.3% | -7.0% |
| 1Y | -5.0% | -32.7% | +27.8% | -4.1% |
| 3Y | +10.5% | -19.8% | +30.4% | -1.1% |
| All | +10.5% | -19.7% | +30.2% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling