+38.0%
MDT vs WING
+379.2%
-341.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +1.0% | -0.5% | +1.5% | +1.0% |
| 3M | +15.2% | -23.9% | +39.1% | +18.1% |
| 6M | +3.7% | -48.9% | +52.6% | +10.5% |
| YTD | -3.0% | -53.3% | +50.4% | +3.8% |
| 1Y | +2.5% | -60.3% | +62.8% | +11.2% |
| 3Y | +26.5% | -30.1% | +56.6% | +21.0% |
| 5Y | -18.3% | -36.2% | +17.9% | -23.0% |
| All | +38.0% | +379.2% | -341.2% | -7.0% |
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