-48.1%
MP vs WOLF
+32.2%
-80.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +16.8% | -11.9% | +1.6% |
| 7D | -10.5% | +8.2% | -18.7% | -12.1% |
| 30D | -23.5% | -24.2% | +0.6% | -20.0% |
| 3M | -25.4% | -13.8% | -11.7% | -25.0% |
| 6M | -51.3% | -44.8% | -6.5% | -48.7% |
| YTD | -29.9% | +36.6% | -66.6% | -36.5% |
| 1Y | -31.8% | +27.6% | -59.4% | -38.2% |
| All | -48.1% | +32.2% | -80.2% | -52.1% |
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