-45.2%
MDB vs WING
+4.1%
-49.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | -11.4% | +9.0% | -20.4% | -14.5% |
| 30D | -13.8% | +39.9% | -53.8% | -24.8% |
| 3M | -15.5% | +40.4% | -55.9% | -27.9% |
| 6M | +17.9% | +12.9% | +5.0% | +7.1% |
| YTD | -25.5% | -31.1% | +5.6% | -20.1% |
| 1Y | -12.1% | -32.7% | +20.6% | -5.3% |
| 3Y | -5.9% | -19.8% | +13.9% | -24.7% |
| All | -45.2% | +4.1% | -49.3% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling