+24.7%
MMM vs WOLF
+45.1%
-20.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.8% | -7.9% | +1.7% |
| 7D | +5.8% | +25.3% | -19.5% | +5.4% |
| 30D | +17.9% | -14.7% | +32.6% | +18.1% |
| 3M | +3.6% | -20.5% | +24.1% | +3.7% |
| 6M | +32.9% | -43.9% | +76.9% | +32.8% |
| YTD | +19.5% | +50.0% | -30.5% | +16.8% |
| 1Y | +16.5% | +45.5% | -29.0% | +13.7% |
| All | +24.7% | +45.1% | -20.4% | +21.8% |
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