+263.8%
MXL vs WING
-19.8%
+283.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.7% | +13.0% | +11.7% |
| 7D | +5.5% | -0.5% | +6.0% | +5.7% |
| 30D | -32.6% | +32.3% | -64.9% | -36.6% |
| 3M | -13.1% | +50.2% | -63.3% | -20.7% |
| 6M | -41.4% | +31.7% | -73.0% | -45.4% |
| YTD | +243.9% | -29.6% | +273.6% | +256.6% |
| 1Y | +305.1% | -29.7% | +334.8% | +319.0% |
| All | +263.8% | -19.8% | +283.6% | +236.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling