+43.5%
MLM vs WING
-34.0%
+77.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -2.9% | -3.9% | +0.9% | -2.3% |
| 30D | -6.8% | -11.6% | +4.8% | -5.2% |
| 3M | -11.2% | -24.2% | +13.0% | -7.7% |
| 6M | -21.8% | -54.1% | +32.2% | -12.7% |
| YTD | -17.0% | -53.9% | +36.9% | -8.1% |
| 1Y | -16.4% | -64.4% | +48.0% | -3.9% |
| 3Y | +14.5% | -30.2% | +44.7% | +7.8% |
| All | +43.5% | -34.0% | +77.5% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling