-13.4%
MLM vs WOLF
+39.8%
-53.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.8% | -7.3% | +2.3% |
| 7D | -3.8% | +25.3% | -29.1% | -4.1% |
| 30D | +11.0% | -14.7% | +25.7% | +11.2% |
| 3M | -3.1% | -20.5% | +17.5% | -2.9% |
| 6M | -9.8% | -43.9% | +34.2% | -9.2% |
| YTD | -14.4% | +50.0% | -64.4% | -17.1% |
| All | -13.4% | +39.8% | -53.3% | -17.0% |
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