+237.4%
MP vs WING
+38.9%
+198.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.8% |
| 7D | -19.0% | +14.0% | -33.0% | -21.3% |
| 30D | -30.5% | +47.7% | -78.2% | -36.2% |
| 3M | -29.6% | +34.2% | -63.8% | -34.5% |
| 6M | -50.4% | +13.6% | -64.0% | -52.8% |
| YTD | -33.2% | -30.0% | -3.2% | -30.3% |
| 1Y | -38.6% | -33.9% | -4.7% | -35.4% |
| 3Y | +105.5% | -18.7% | +124.2% | +78.8% |
| 5Y | -7.8% | +5.5% | -13.4% | -32.1% |
| All | +237.4% | +38.9% | +198.5% | +130.4% |
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