+25.2%
MMM vs WOLF
+45.7%
-20.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +7.0% | +17.0% | -10.0% | +6.7% |
| 30D | +18.4% | -14.3% | +32.7% | +18.6% |
| 3M | +4.5% | -10.5% | +15.0% | +4.4% |
| 6M | +33.4% | -43.7% | +77.1% | +33.3% |
| YTD | +20.0% | +50.7% | -30.7% | +17.3% |
| 1Y | +15.0% | +46.7% | -31.7% | +12.2% |
| All | +25.2% | +45.7% | -20.5% | +22.3% |
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