+837.5%
MTZ vs WING
+685.5%
+151.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.2% | -3.4% |
| 7D | -8.7% | +5.0% | -13.7% | -9.7% |
| 30D | -15.0% | +38.7% | -53.7% | -21.0% |
| 3M | -32.6% | +44.7% | -77.3% | -38.5% |
| 6M | -56.3% | +31.5% | -87.8% | -59.9% |
| YTD | -16.8% | -28.4% | +11.6% | -14.4% |
| 1Y | -10.0% | -28.2% | +18.1% | -7.9% |
| 3Y | +267.1% | -18.4% | +285.5% | +244.4% |
| 5Y | +89.9% | +5.2% | +84.6% | +57.4% |
| 10Y | +442.2% | +699.8% | -257.6% | +113.0% |
| All | +837.5% | +685.5% | +151.9% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling