+285.3%
MTZ vs WING
-19.8%
+305.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.8% |
| 7D | +12.9% | -0.5% | +13.4% | +13.0% |
| 30D | -8.5% | +32.3% | -40.8% | -11.8% |
| 3M | -30.6% | +50.2% | -80.8% | -34.4% |
| 6M | -55.1% | +31.7% | -86.8% | -57.4% |
| YTD | -13.0% | -29.6% | +16.7% | -10.7% |
| 1Y | -4.3% | -29.7% | +25.4% | -2.1% |
| All | +285.3% | -19.8% | +305.1% | +248.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling