-19.1%
MXL vs WING
+0.4%
-19.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | +13.4% | -2.5% | +15.9% | +14.4% |
| 30D | -29.2% | +29.5% | -58.8% | -34.9% |
| 3M | -27.2% | +40.2% | -67.4% | -35.1% |
| 6M | -36.4% | +32.7% | -69.1% | -43.1% |
| YTD | +220.0% | -32.8% | +252.8% | +241.7% |
| 1Y | +304.8% | -31.7% | +336.5% | +328.2% |
| 3Y | +238.5% | -24.7% | +263.2% | +204.8% |
| All | -19.1% | +0.4% | -19.5% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling