+501.4%
MTZ vs WING
+679.4%
-178.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +9.8% |
| 7D | -6.4% | +9.0% | -15.5% | -8.2% |
| 30D | -22.1% | +39.9% | -62.0% | -27.5% |
| 3M | -32.7% | +40.4% | -73.1% | -37.9% |
| 6M | -59.8% | +12.9% | -72.7% | -61.7% |
| YTD | -19.9% | -31.1% | +11.2% | -17.1% |
| 1Y | -11.5% | -32.7% | +21.2% | -8.2% |
| 3Y | +258.1% | -19.8% | +277.9% | +237.7% |
| 5Y | +85.5% | +4.0% | +81.6% | +55.1% |
| All | +501.4% | +679.4% | -178.0% | +136.3% |
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