+138.8%
MLM vs WING
+620.3%
-481.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | -2.5% | +1.6% | -0.5% |
| 30D | +9.0% | +29.5% | -20.5% | +3.9% |
| 3M | -5.6% | +40.2% | -45.7% | -11.8% |
| 6M | -10.7% | +32.7% | -43.4% | -16.3% |
| YTD | -17.2% | -32.8% | +15.6% | -13.6% |
| 1Y | -14.2% | -31.7% | +17.5% | -11.0% |
| 3Y | +15.6% | -24.7% | +40.3% | +10.6% |
| 5Y | +26.2% | -0.5% | +26.7% | +8.5% |
| All | +138.8% | +620.3% | -481.5% | +15.4% |
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