+445.3%
MP vs WING
-8.5%
+453.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -2.9% | -3.9% | +1.0% | -2.0% |
| 30D | +13.8% | -11.6% | +25.4% | +16.5% |
| 3M | -16.7% | -24.2% | +7.5% | -12.8% |
| 6M | -11.5% | -54.1% | +42.6% | +2.6% |
| YTD | +7.9% | -53.9% | +61.8% | +23.9% |
| 1Y | -15.0% | -64.4% | +49.3% | +2.6% |
| 3Y | +153.5% | -30.2% | +183.7% | +118.9% |
| 5Y | +58.7% | -34.1% | +92.8% | +30.1% |
| All | +445.3% | -8.5% | +453.8% | +309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling