+82.9%
MDT vs WING
+637.4%
-554.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.0% | -2.5% | +3.5% | +1.3% |
| 30D | +9.2% | +29.5% | -20.4% | +6.0% |
| 3M | +14.5% | +40.2% | -25.7% | +9.9% |
| 6M | +37.3% | +32.7% | +4.6% | +31.8% |
| YTD | +9.8% | -32.8% | +42.6% | +12.6% |
| 1Y | +10.5% | -31.7% | +42.3% | +13.0% |
| 3Y | +57.4% | -24.7% | +82.2% | +51.7% |
| 5Y | +1.2% | -0.5% | +1.6% | -9.3% |
| 10Y | +63.2% | +647.5% | -584.2% | +3.7% |
| All | +82.9% | +637.4% | -554.5% | +13.7% |
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