+36.6%
MNST vs WOLF
+32.2%
+4.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +16.8% | -21.3% | -4.1% |
| 7D | -3.4% | +8.2% | -11.7% | -3.2% |
| 30D | +6.6% | -24.2% | +30.8% | +6.5% |
| 3M | -2.9% | -13.8% | +10.9% | -2.9% |
| 6M | +18.4% | -44.8% | +63.2% | +17.2% |
| YTD | +19.3% | +36.6% | -17.4% | +15.2% |
| 1Y | +37.9% | +27.6% | +10.3% | +33.3% |
| All | +36.6% | +32.2% | +4.4% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling