+90.7%
MRVL vs WOLF
+37.9%
+52.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.3% | +1.7% | -2.6% |
| 7D | +11.0% | +4.4% | +6.6% | +9.7% |
| 30D | -36.1% | +1.0% | -37.1% | -35.9% |
| 3M | -29.4% | -21.2% | -8.2% | -25.1% |
| 6M | -11.9% | -60.3% | +48.5% | +8.4% |
| YTD | +84.8% | +42.6% | +42.2% | +88.0% |
| 1Y | +79.4% | +36.5% | +42.9% | +82.6% |
| All | +90.7% | +37.9% | +52.8% | +96.4% |
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