+969.1%
MPC vs WING
+405.9%
+563.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +5.4% | -3.9% | +9.3% | +5.9% |
| 30D | +31.0% | -11.6% | +42.5% | +32.6% |
| 3M | +46.0% | -24.2% | +70.2% | +50.0% |
| 6M | +77.3% | -54.1% | +131.4% | +93.5% |
| YTD | +141.9% | -53.9% | +195.8% | +161.7% |
| 1Y | +120.9% | -64.4% | +185.3% | +147.1% |
| 3Y | +182.7% | -30.2% | +212.9% | +166.1% |
| 5Y | +646.4% | -34.1% | +680.5% | +583.2% |
| 10Y | +1,138.7% | +342.1% | +796.6% | +581.2% |
| All | +969.1% | +405.9% | +563.3% | +465.1% |
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