+406.8%
MXL vs WING
+405.9%
+0.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | +1.6% | -3.9% | +5.5% | +2.9% |
| 30D | -7.0% | -11.6% | +4.6% | -3.9% |
| 3M | -33.4% | -24.2% | -9.2% | -28.2% |
| 6M | +260.2% | -54.1% | +314.2% | +349.9% |
| YTD | +260.0% | -53.9% | +313.9% | +339.7% |
| 1Y | +303.5% | -64.4% | +367.8% | +431.0% |
| 3Y | +160.4% | -30.2% | +190.6% | +147.5% |
| 5Y | +14.7% | -34.1% | +48.8% | +4.8% |
| 10Y | +215.6% | +342.1% | -126.6% | +91.0% |
| All | +406.8% | +405.9% | +0.9% | +204.1% |
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