+254.1%
MP vs WING
+36.8%
+217.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.2% |
| 7D | -10.5% | +9.0% | -19.6% | -12.2% |
| 30D | -23.5% | +39.9% | -63.5% | -29.0% |
| 3M | -25.4% | +40.4% | -65.9% | -31.3% |
| 6M | -51.3% | +12.9% | -64.1% | -53.6% |
| YTD | -29.9% | -31.1% | +1.2% | -26.7% |
| 1Y | -31.8% | -32.7% | +0.9% | -28.7% |
| 3Y | +127.0% | -19.8% | +146.8% | +98.0% |
| 5Y | -3.3% | +4.0% | -7.2% | -28.6% |
| All | +254.1% | +36.8% | +217.3% | +142.5% |
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