+384.2%
MXL vs WING
+672.3%
-288.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.7% | +13.0% | +11.9% |
| 7D | +5.5% | -0.5% | +6.0% | +5.8% |
| 30D | -32.6% | +32.3% | -64.9% | -38.9% |
| 3M | -13.1% | +50.2% | -63.3% | -24.9% |
| 6M | -41.4% | +31.7% | -73.0% | -47.8% |
| YTD | +243.9% | -29.6% | +273.6% | +262.7% |
| 1Y | +305.1% | -29.7% | +334.8% | +325.9% |
| 3Y | +260.1% | -19.8% | +279.8% | +229.3% |
| 5Y | -12.1% | +3.1% | -15.1% | -30.8% |
| 10Y | +182.8% | +682.9% | -500.1% | +47.2% |
| All | +384.2% | +672.3% | -288.1% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling