-20.0%
MP vs WOLF
+57.5%
-77.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.2% | +0.3% |
| 7D | -2.9% | +9.7% | -12.5% | -4.6% |
| 30D | +13.8% | +12.5% | +1.3% | +10.0% |
| 3M | -16.7% | -57.7% | +41.0% | -7.1% |
| 6M | -11.5% | +37.7% | -49.2% | -20.3% |
| YTD | +7.9% | +62.8% | -54.9% | -4.2% |
| All | -20.0% | +57.5% | -77.5% | -27.8% |
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 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