+287.6%
MP vs WING
+33.4%
+254.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | -2.5% | +12.0% | +10.0% |
| 30D | -3.0% | +29.5% | -32.5% | -8.5% |
| 3M | -30.4% | +40.2% | -70.5% | -35.8% |
| 6M | -39.2% | +32.7% | -71.9% | -44.1% |
| YTD | -23.3% | -32.8% | +9.5% | -19.4% |
| 1Y | -32.6% | -31.7% | -0.9% | -29.8% |
| 3Y | +159.3% | -24.7% | +184.0% | +130.5% |
| 5Y | -16.4% | -0.5% | -16.0% | -37.6% |
| All | +287.6% | +33.4% | +254.2% | +166.8% |
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 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