+19.7%
MLM vs WING
-13.5%
+33.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.4% | -5.9% | +1.5% |
| 7D | -3.8% | +8.6% | -12.4% | -4.7% |
| 30D | +11.0% | +44.8% | -33.8% | +6.5% |
| 3M | -3.1% | +51.9% | -55.0% | -7.7% |
| 6M | -9.8% | +37.2% | -47.0% | -13.3% |
| YTD | -14.4% | -25.3% | +10.9% | -13.3% |
| 1Y | -12.6% | -25.1% | +12.5% | -11.6% |
| 3Y | +19.7% | -12.9% | +32.7% | +3.6% |
| All | +19.7% | -13.5% | +33.2% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling