+302.4%
MXL vs WING
+407.7%
-105.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.0% | +1.6% | +5.5% |
| 7D | +18.9% | +7.2% | +11.6% | +16.1% |
| 30D | +0.3% | +4.8% | -4.5% | -1.6% |
| 3M | -8.0% | -23.7% | +15.6% | -0.5% |
| 6M | +341.2% | -43.6% | +384.8% | +424.6% |
| YTD | +327.8% | -50.6% | +378.4% | +419.9% |
| 1Y | +364.9% | -57.0% | +421.9% | +487.6% |
| 3Y | +229.2% | -28.3% | +257.5% | +204.0% |
| 5Y | +42.8% | -32.4% | +75.2% | +26.0% |
| All | +302.4% | +407.7% | -105.3% | +87.6% |
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 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