+45.3%
MMM vs WING
+4.1%
+41.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | +6.2% | +9.0% | -2.8% | +5.3% |
| 30D | +14.2% | +39.9% | -25.7% | +10.2% |
| 3M | +2.9% | +40.4% | -37.5% | -1.1% |
| 6M | +27.6% | +12.9% | +14.7% | +24.9% |
| YTD | +17.3% | -31.1% | +48.4% | +20.4% |
| 1Y | +15.1% | -32.7% | +47.8% | +18.3% |
| 3Y | +157.1% | -19.8% | +176.9% | +147.2% |
| All | +45.3% | +4.1% | +41.3% | +25.3% |
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