+3.1%
MDLZ vs WOLF
+51.6%
-48.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.0% |
| 7D | 0.0% | +2.4% | -2.4% | +0.1% |
| 30D | +1.4% | -6.9% | +8.3% | +1.3% |
| 3M | 0.0% | -44.1% | +44.1% | -1.0% |
| 6M | +9.1% | +53.6% | -44.5% | +9.5% |
| YTD | +17.9% | +56.7% | -38.7% | +18.6% |
| All | +3.1% | +51.6% | -48.4% | +4.0% |
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