-19.8%
MKC vs WOLF
+60.4%
-80.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -4.3% | +9.8% | -14.1% | -4.0% |
| 30D | -2.0% | -12.1% | +10.1% | -2.4% |
| 3M | +10.0% | -47.9% | +57.9% | +8.2% |
| 6M | -18.5% | +74.3% | -92.8% | -16.9% |
| YTD | -22.4% | +65.9% | -88.3% | -20.8% |
| All | -19.8% | +60.4% | -80.2% | -18.4% |
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