There are some projects that try to be partial dependency "package" managers for mingw, but for whatever reason I never really used them, so I cannot comment on how well they work and how up-to-date they are kept.

I guess, I just like fighting with the interwoven mess of build-systems and dependencies sometimes (and really, I don't spend more than maybe 1 or 2 hours a month on that)... a bit like people doing linux-from-scratch, except probably less time consuming than building an entire kernel and userland step-by-step.