-11.2%
MDB vs WOLF
+40.4%
-51.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | -1.0% | +17.0% | -18.0% | -1.9% |
| 30D | -14.0% | -14.3% | +0.3% | -14.1% |
| 3M | -20.3% | -10.5% | -9.8% | -20.5% |
| 6M | +10.9% | -43.7% | +54.6% | +9.7% |
| YTD | -20.9% | +50.7% | -71.6% | -22.7% |
| 1Y | -11.2% | +46.7% | -57.9% | -12.2% |
| All | -11.2% | +40.4% | -51.6% | -12.2% |
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