-7.0%
MDB vs WING
-33.3%
+26.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.5% |
| 7D | +11.6% | -3.9% | +15.5% | +11.5% |
| 30D | -8.9% | +26.6% | -35.6% | -9.1% |
| 3M | -22.4% | +42.5% | -64.9% | -22.6% |
| 6M | +10.1% | +29.4% | -19.4% | +11.1% |
| YTD | -19.0% | -32.8% | +13.7% | -13.7% |
| 1Y | -7.0% | -33.5% | +26.5% | -0.5% |
| All | -7.0% | -33.3% | +26.3% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling