-10.5%
MLM vs WING
-23.2%
+12.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +1.9% |
| 7D | +9.1% | +21.0% | -11.8% | +6.9% |
| 30D | +14.6% | +56.9% | -42.3% | +9.2% |
| 3M | +0.3% | +38.4% | -38.1% | -3.5% |
| 6M | -7.5% | +12.0% | -19.4% | -9.0% |
| YTD | -10.2% | -29.2% | +19.0% | -8.6% |
| 1Y | -10.5% | -28.8% | +18.3% | -9.1% |
| All | -10.5% | -23.2% | +12.7% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling