+714.5%
MTZ vs WING
+341.2%
+373.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -1.6% | -3.9% | +2.3% | -0.8% |
| 30D | -11.1% | -11.6% | +0.5% | -9.2% |
| 3M | -36.7% | -24.2% | -12.5% | -33.8% |
| 6M | -21.9% | -54.1% | +32.1% | -10.0% |
| YTD | +9.1% | -53.9% | +63.0% | +23.5% |
| 1Y | +30.0% | -64.4% | +94.3% | +55.2% |
| 3Y | +138.5% | -30.2% | +168.7% | +128.2% |
| 5Y | +158.3% | -34.1% | +192.5% | +138.5% |
| All | +714.5% | +341.2% | +373.4% | +281.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling