+10.7%
MDLZ vs WOLF
+45.1%
-34.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.8% | -9.2% | +1.2% |
| 7D | +0.1% | +25.3% | -25.2% | +1.5% |
| 30D | +10.0% | -14.7% | +24.7% | +9.7% |
| 3M | +7.1% | -20.5% | +27.6% | +6.8% |
| 6M | +9.8% | -43.9% | +53.8% | +9.2% |
| YTD | +26.6% | +50.0% | -23.4% | +27.9% |
| 1Y | +20.3% | +45.5% | -25.2% | +21.6% |
| All | +10.7% | +45.1% | -34.4% | +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 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