+28.4%
MET vs WOLF
+47.3%
-18.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -1.0% |
| 7D | +2.1% | +30.2% | -28.1% | +1.8% |
| 30D | +1.8% | -7.2% | +9.0% | +1.8% |
| 3M | +6.0% | -16.4% | +22.4% | +6.1% |
| 6M | +31.1% | -50.7% | +81.8% | +31.8% |
| YTD | +32.6% | +52.3% | -19.7% | +24.8% |
| 1Y | +30.5% | +35.6% | -5.1% | +22.9% |
| All | +28.4% | +47.3% | -18.9% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling