-4.8%
MDB vs WOLF
+29.9%
-34.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -1.3% |
| 7D | +6.8% | +4.4% | +2.5% | +6.6% |
| 30D | -6.2% | +1.0% | -7.2% | -6.4% |
| 3M | -29.2% | -21.2% | -8.0% | -29.1% |
| 6M | +10.3% | -60.3% | +70.6% | +10.4% |
| YTD | -20.4% | +42.6% | -63.0% | -21.4% |
| 1Y | -4.8% | +36.5% | -41.3% | -6.2% |
| All | -4.8% | +29.9% | -34.7% | -6.2% |
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