+272.3%
MTZ vs WING
-23.4%
+295.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | +5.0% | -2.5% | +7.5% | +5.4% |
| 30D | -6.0% | +29.5% | -35.5% | -9.2% |
| 3M | -36.1% | +40.2% | -76.3% | -39.1% |
| 6M | -56.9% | +32.7% | -89.6% | -59.2% |
| YTD | -15.9% | -32.8% | +16.9% | -13.2% |
| 1Y | -3.8% | -31.7% | +27.9% | -1.5% |
| 3Y | +272.3% | -24.7% | +297.0% | +238.9% |
| All | +272.3% | -23.4% | +295.7% | +238.9% |
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