+29.4%
MMM vs WING
-34.0%
+63.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.3% | -3.9% | +0.5% | -2.9% |
| 30D | -7.0% | -11.6% | +4.6% | -6.0% |
| 3M | +10.8% | -24.2% | +35.0% | +13.5% |
| 6M | +5.8% | -54.1% | +59.8% | +14.0% |
| YTD | +6.8% | -53.9% | +60.7% | +14.4% |
| 1Y | +10.4% | -64.4% | +74.7% | +21.4% |
| 3Y | +104.7% | -30.2% | +134.9% | +98.5% |
| All | +29.4% | -34.0% | +63.4% | +17.6% |
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 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