-34.6%
MP vs WOLF
-3.0%
-31.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.7% | -5.4% |
| 7D | -12.5% | -14.5% | +1.9% | -9.7% |
| 30D | -23.3% | -32.0% | +8.7% | -17.1% |
| 3M | -24.4% | -15.8% | -8.6% | -23.6% |
| 6M | -45.8% | -36.6% | -9.2% | -44.3% |
| YTD | -28.9% | +30.9% | -59.8% | -39.2% |
| 1Y | -34.6% | +4.1% | -38.7% | -44.2% |
| All | -34.6% | -3.0% | -31.6% | -44.2% |
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 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