+1,129.6%
MTZ vs WING
+405.9%
+723.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 3M | -36.7% | -24.2% | -12.5% | -33.7% |
| 6M | -21.9% | -54.1% | +32.1% | -9.4% |
| YTD | +9.1% | -53.9% | +63.0% | +24.3% |
| 1Y | +30.0% | -64.4% | +94.3% | +56.5% |
| 3Y | +138.5% | -30.2% | +168.7% | +128.0% |
| 5Y | +158.3% | -34.1% | +192.5% | +137.8% |
| 10Y | +700.8% | +342.1% | +358.6% | +265.7% |
| All | +1,129.6% | +405.9% | +723.7% | +416.4% |
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