+67.0%
MDT vs WING
+620.6%
-553.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | -3.7% | -3.9% | +0.2% | -3.3% |
| 30D | +8.6% | +26.6% | -18.1% | +5.7% |
| 3M | +12.2% | +42.5% | -30.3% | +7.5% |
| 6M | +33.7% | +29.4% | +4.3% | +28.8% |
| YTD | +7.8% | -32.8% | +40.6% | +10.5% |
| 1Y | +8.9% | -33.5% | +42.4% | +11.6% |
| 3Y | +57.6% | -23.4% | +81.0% | +51.0% |
| 5Y | -0.7% | -0.4% | -0.2% | -11.3% |
| All | +67.0% | +620.6% | -553.5% | +5.2% |
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