+66.1%
MDT vs WING
+405.9%
-339.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +3.2% | -3.9% | +7.1% | +3.6% |
| 30D | +9.5% | -11.6% | +21.1% | +10.8% |
| 3M | +16.0% | -24.2% | +40.2% | +19.0% |
| 6M | +0.2% | -54.1% | +54.3% | +8.2% |
| YTD | -0.3% | -53.9% | +53.6% | +6.9% |
| 1Y | +4.7% | -64.4% | +69.1% | +15.2% |
| 3Y | +26.5% | -30.2% | +56.7% | +21.6% |
| 5Y | -18.2% | -34.1% | +15.9% | -23.1% |
| 10Y | +40.0% | +342.1% | -302.1% | -5.3% |
| All | +66.1% | +405.9% | -339.8% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling