+176.1%
MRVL vs WOLF
+39.8%
+136.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.7% | +4.3% | -1.2% |
| 7D | +8.7% | -6.2% | +14.9% | +10.6% |
| 30D | +6.9% | -16.5% | +23.4% | +11.8% |
| 3M | -10.1% | -42.0% | +31.9% | +2.6% |
| 6M | +143.4% | +51.8% | +91.6% | +149.9% |
| YTD | +167.5% | +44.6% | +122.9% | +171.6% |
| All | +176.1% | +39.8% | +136.2% | +183.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling