-14.6%
MLM vs WOLF
+13.1%
-27.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -10.7% | +5.5% | -5.0% |
| 7D | -1.2% | -18.4% | +17.2% | -0.9% |
| 30D | +7.9% | -36.0% | +44.0% | +8.8% |
| 3M | -4.5% | -19.2% | +14.7% | -4.3% |
| 6M | -12.6% | -44.4% | +31.8% | -12.4% |
| YTD | -14.9% | +16.9% | -31.8% | -17.4% |
| 1Y | -13.1% | +0.5% | -13.6% | -15.4% |
| All | -14.6% | +13.1% | -27.7% | -17.2% |
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