+143.4%
MLM vs WING
+675.9%
-532.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.2% |
| 7D | -2.9% | +5.0% | -7.8% | -3.7% |
| 30D | +10.4% | +38.7% | -28.3% | +3.9% |
| 3M | -3.7% | +44.7% | -48.4% | -10.6% |
| 6M | -10.3% | +31.5% | -41.7% | -15.8% |
| YTD | -14.8% | -28.4% | +13.6% | -12.1% |
| 1Y | -13.9% | -28.2% | +14.3% | -11.4% |
| 3Y | +18.4% | -18.4% | +36.8% | +11.6% |
| 5Y | +31.8% | +5.2% | +26.6% | +12.2% |
| 10Y | +143.4% | +699.8% | -556.4% | +17.5% |
| All | +143.4% | +675.9% | -532.4% | +17.5% |
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