+937.3%
MPC vs WING
+667.7%
+269.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.8% |
| 7D | -12.8% | +14.0% | -26.8% | -14.2% |
| 30D | -12.7% | +47.7% | -60.4% | -17.0% |
| 3M | +27.1% | +34.2% | -7.1% | +21.7% |
| 6M | +45.8% | +13.6% | +32.2% | +41.5% |
| YTD | +134.7% | -30.0% | +164.7% | +140.1% |
| 1Y | +106.0% | -33.9% | +140.0% | +112.1% |
| 3Y | +165.5% | -18.7% | +184.2% | +149.3% |
| 5Y | +540.9% | +5.5% | +535.4% | +449.6% |
| 10Y | +1,133.6% | +696.2% | +437.4% | +520.1% |
| All | +937.3% | +667.7% | +269.6% | +418.4% |
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