+10.8%
MMM vs WING
-64.3%
+75.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.7% |
| 3M | +9.4% | -23.5% | +32.8% | +11.1% |
| 6M | +10.2% | -52.0% | +62.2% | +15.4% |
| YTD | +6.1% | -53.8% | +59.9% | +10.9% |
| 1Y | +10.8% | -63.8% | +74.6% | +20.2% |
| All | +10.8% | -64.3% | +75.1% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling