-20.7%
MDLN vs WOLF
+41.3%
-62.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.5% | +0.4% |
| 7D | -11.1% | -8.6% | -2.5% | -11.0% |
| 30D | -8.4% | -18.3% | +9.9% | -8.1% |
| 3M | -12.4% | -43.1% | +30.7% | -12.3% |
| 6M | -23.3% | +42.4% | -65.7% | -26.5% |
| YTD | -22.5% | +48.9% | -71.4% | -25.1% |
| All | -20.7% | +41.3% | -62.0% | -23.3% |
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