-21.0%
MDLN vs WOLF
+37.2%
-58.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.7% | +2.9% | -4.8% |
| 7D | -11.5% | -6.2% | -5.3% | -11.4% |
| 30D | -7.6% | -16.5% | +8.9% | -7.3% |
| 3M | -11.4% | -42.0% | +30.7% | -11.2% |
| 6M | -24.5% | +51.8% | -76.3% | -27.6% |
| YTD | -22.9% | +44.6% | -67.5% | -25.4% |
| All | -21.0% | +37.2% | -58.2% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling