-19.5%
MDT vs WING
-33.6%
+14.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | -0.3% | -2.3% | +2.0% | -0.2% |
| 30D | +2.8% | -5.6% | +8.4% | +3.1% |
| 3M | +13.1% | -22.9% | +36.0% | +14.9% |
| 6M | +2.3% | -50.4% | +52.8% | +7.1% |
| YTD | -2.7% | -53.3% | +50.6% | +1.8% |
| 1Y | +0.9% | -61.2% | +62.1% | +6.9% |
| 3Y | +26.8% | -30.1% | +56.9% | +19.8% |
| 5Y | -19.5% | -35.0% | +15.6% | -25.0% |
| All | -19.5% | -33.6% | +14.2% | -25.0% |
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 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