-44.6%
MP vs WOLF
+45.1%
-89.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.8% | -3.2% | +4.6% |
| 7D | -1.6% | +25.3% | -26.8% | -6.1% |
| 30D | -18.2% | -14.7% | -3.5% | -16.3% |
| 3M | -26.1% | -20.5% | -5.6% | -24.5% |
| 6M | -44.0% | -43.9% | -0.1% | -41.4% |
| YTD | -25.3% | +50.0% | -75.3% | -33.5% |
| 1Y | -35.6% | +45.5% | -81.1% | -42.7% |
| All | -44.6% | +45.1% | -89.7% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling