+106.6%
MMM vs WING
-28.1%
+134.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.3% | -3.9% | +0.5% | -3.0% |
| 30D | -7.0% | -11.6% | +4.6% | -6.2% |
| 3M | +10.8% | -24.2% | +35.0% | +13.0% |
| 6M | +5.8% | -54.1% | +59.8% | +12.3% |
| YTD | +6.8% | -53.9% | +60.7% | +12.8% |
| 1Y | +10.4% | -64.4% | +74.7% | +19.2% |
| All | +106.6% | -28.1% | +134.8% | +98.8% |
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