+601.0%
MPC vs WING
+0.4%
+600.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +11.2% | -2.5% | +13.7% | +11.3% |
| 30D | -14.5% | +29.5% | -44.0% | -15.3% |
| 3M | +16.7% | +40.2% | -23.5% | +15.0% |
| 6M | +67.6% | +32.7% | +34.9% | +64.8% |
| YTD | +157.9% | -32.8% | +190.7% | +162.0% |
| 1Y | +116.7% | -31.7% | +148.4% | +119.6% |
| 3Y | +199.8% | -24.7% | +224.5% | +190.7% |
| All | +601.0% | +0.4% | +600.6% | +536.3% |
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