+92.9%
MPC vs WOLF
+32.2%
+60.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +16.8% | -18.1% | -0.8% |
| 7D | -16.2% | +8.2% | -24.4% | -16.0% |
| 30D | -15.7% | -24.2% | +8.4% | -16.1% |
| 3M | +24.9% | -13.8% | +38.7% | +24.9% |
| 6M | +52.7% | -44.8% | +97.4% | +50.9% |
| YTD | +131.9% | +36.6% | +95.2% | +130.0% |
| 1Y | +96.6% | +27.6% | +69.1% | +95.5% |
| All | +92.9% | +32.2% | +60.7% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling