+2,330.7%
MULL vs WING
-67.7%
+2,398.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.3% | -9.3% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +22.0% | -0.5% | +22.5% | +21.2% |
| 3M | -8.6% | -23.9% | +15.2% | -3.0% |
| 6M | +248.5% | -48.9% | +297.4% | +313.6% |
| YTD | +516.3% | -53.3% | +569.6% | +633.2% |
| 1Y | +2,036.6% | -60.3% | +2,096.9% | +2,576.3% |
| All | +2,330.7% | -67.7% | +2,398.4% | +2,761.0% |
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