-3.9%
MCD vs WOLF
-3.0%
-0.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.9% | +6.6% |
| 7D | +11.9% | -14.5% | +26.3% | +11.4% |
| 30D | +20.2% | -32.0% | +52.3% | +19.1% |
| 3M | +5.2% | -15.8% | +20.9% | +5.1% |
| 6M | 0.0% | -36.6% | +36.6% | -0.8% |
| YTD | -6.5% | +30.9% | -37.4% | -6.5% |
| 1Y | -3.9% | +4.1% | -8.0% | -4.3% |
| All | -3.9% | -3.0% | -0.9% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling