+12.3%
MDB vs WOLF
+60.4%
-48.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.3% | -3.5% |
| 7D | -18.0% | +9.8% | -27.8% | -18.1% |
| 30D | -10.7% | -12.1% | +1.4% | -10.7% |
| 3M | +1.0% | -47.9% | +48.9% | +0.5% |
| 6M | +31.6% | +74.3% | -42.7% | +30.1% |
| YTD | -15.2% | +65.9% | -81.1% | -16.0% |
| All | +12.3% | +60.4% | -48.1% | +9.8% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling