+1,211.6%
MULL vs WING
-53.4%
+1,265.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.1% | -5.2% |
| 7D | +24.5% | -2.5% | +27.0% | +25.2% |
| 30D | -35.5% | +29.5% | -65.0% | -39.3% |
| 3M | -44.8% | +40.2% | -85.0% | -49.5% |
| 6M | -45.5% | +32.7% | -78.2% | -49.6% |
| YTD | +232.5% | -32.8% | +265.3% | +262.5% |
| 1Y | +343.3% | -31.7% | +375.0% | +378.1% |
| All | +1,211.6% | -53.4% | +1,265.0% | +1,314.7% |
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 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