+53.8%
MMM vs WING
+341.7%
-288.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -8.0% | -6.0% | -2.0% | -7.6% |
| 3M | +9.4% | -23.5% | +32.8% | +11.9% |
| 6M | +10.2% | -52.0% | +62.2% | +18.1% |
| YTD | +6.1% | -53.8% | +59.9% | +13.5% |
| 1Y | +10.8% | -63.8% | +74.6% | +21.3% |
| 3Y | +104.8% | -30.8% | +135.6% | +102.2% |
| 5Y | +27.0% | -34.3% | +61.3% | +22.5% |
| 10Y | +53.8% | +352.4% | -298.6% | +18.1% |
| All | +53.8% | +341.7% | -288.0% | +18.1% |
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 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