-7.0%
MCD vs WOLF
+53.8%
-60.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -2.5% |
| 7D | -1.9% | +21.5% | -23.4% | -1.4% |
| 30D | +16.6% | -1.2% | +17.9% | +16.8% |
| 3M | +0.9% | -8.2% | +9.1% | +1.1% |
| 6M | +1.5% | -45.0% | +46.4% | +0.9% |
| YTD | -8.3% | +59.0% | -67.3% | -7.7% |
| 1Y | -8.1% | +59.1% | -67.2% | -7.6% |
| All | -7.0% | +53.8% | -60.7% | -6.4% |
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