+102.3%
MTB vs WING
-34.3%
+136.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | -4.2% | -6.0% | +1.9% | -3.8% |
| 3M | +7.8% | -23.5% | +31.3% | +9.7% |
| 6M | +14.8% | -52.0% | +66.8% | +20.9% |
| YTD | +20.8% | -53.8% | +74.6% | +27.2% |
| 1Y | +23.1% | -63.8% | +86.9% | +31.8% |
| 3Y | +114.8% | -30.8% | +145.6% | +109.2% |
| All | +102.3% | -34.3% | +136.5% | +80.7% |
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