+534.5%
MPC vs WING
+4.1%
+530.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -16.2% | +9.0% | -25.2% | -16.5% |
| 30D | -15.7% | +39.9% | -55.7% | -16.8% |
| 3M | +24.9% | +40.4% | -15.5% | +23.2% |
| 6M | +52.7% | +12.9% | +39.8% | +51.4% |
| YTD | +131.9% | -31.1% | +162.9% | +135.3% |
| 1Y | +96.6% | -32.7% | +129.3% | +99.7% |
| 3Y | +163.8% | -19.8% | +183.6% | +154.8% |
| All | +534.5% | +4.1% | +530.4% | +472.0% |
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