+24.4%
MAR vs WOLF
+39.8%
-15.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.7% | +7.0% | -0.7% |
| 7D | -2.1% | -6.2% | +4.1% | -2.1% |
| 30D | -5.7% | -16.5% | +10.8% | -5.6% |
| 3M | -14.6% | -42.0% | +27.4% | -14.1% |
| 6M | +1.3% | +51.8% | -50.5% | -0.9% |
| YTD | +6.7% | +44.6% | -37.9% | +4.3% |
| All | +24.4% | +39.8% | -15.5% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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