-13.4%
MCD vs WOLF
+60.4%
-73.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | +0.1% |
| 7D | -2.0% | +9.8% | -11.8% | -1.8% |
| 30D | -6.1% | -12.1% | +6.0% | -6.3% |
| 3M | -7.3% | -47.9% | +40.6% | -8.0% |
| 6M | -20.9% | +74.3% | -95.2% | -20.6% |
| YTD | -14.7% | +65.9% | -80.5% | -14.3% |
| All | -13.4% | +60.4% | -73.8% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling