+87.4%
MRK vs WOLF
+44.0%
+43.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.6% |
| 7D | -4.3% | -8.6% | +4.3% | -4.2% |
| 30D | +8.3% | -18.3% | +26.5% | +8.5% |
| 3M | +20.0% | -43.1% | +63.1% | +20.8% |
| 6M | +25.7% | +42.4% | -16.7% | +21.5% |
| YTD | +38.7% | +48.9% | -10.1% | +33.4% |
| All | +87.4% | +44.0% | +43.4% | +81.0% |
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