-3.1%
MGY vs WOLF
+67.6%
-70.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.9% | +1.1% |
| 7D | +1.5% | +2.4% | -0.9% | +1.6% |
| 30D | +6.8% | -6.9% | +13.7% | +6.7% |
| 3M | +2.6% | -44.1% | +46.7% | +1.1% |
| 6M | -3.1% | +53.6% | -56.7% | +1.9% |
| All | -3.1% | +67.6% | -70.7% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling