-1.6%
MDLN vs WOLF
+24.3%
-25.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.7% | +16.7% | +18.3% |
| 7D | +24.7% | -14.5% | +39.1% | +24.9% |
| 30D | +12.7% | -32.0% | +44.7% | +13.3% |
| 3M | -4.0% | -15.8% | +11.8% | -3.6% |
| 6M | -8.7% | -36.6% | +27.9% | -8.6% |
| YTD | -3.9% | +30.9% | -34.8% | -7.0% |
| All | -1.6% | +24.3% | -25.8% | -4.8% |
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 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