+24.4%
MTB vs WOLF
+44.0%
-19.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | +0.3% |
| 7D | 0.0% | -8.6% | +8.6% | +0.1% |
| 30D | -4.8% | -18.3% | +13.5% | -4.6% |
| 3M | +6.0% | -43.1% | +49.0% | +6.5% |
| 6M | +19.6% | +42.4% | -22.8% | +16.2% |
| YTD | +21.5% | +48.9% | -27.4% | +18.0% |
| All | +24.4% | +44.0% | -19.6% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling