+181.2%
MLM vs WING
+679.4%
-498.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.6% |
| 7D | -4.1% | +9.0% | -13.2% | -5.6% |
| 30D | +8.2% | +39.9% | -31.8% | +1.7% |
| 3M | -3.6% | +40.4% | -44.0% | -10.0% |
| 6M | -15.6% | +12.9% | -28.4% | -18.5% |
| YTD | -16.4% | -31.1% | +14.6% | -13.1% |
| 1Y | -14.3% | -32.7% | +18.4% | -10.8% |
| 3Y | +19.3% | -19.8% | +39.1% | +12.8% |
| 5Y | +29.6% | +4.0% | +25.6% | +10.4% |
| All | +181.2% | +679.4% | -498.2% | +38.9% |
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 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