+21.6%
MTUM vs WOLF
+51.6%
-30.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.9% |
| 7D | +4.1% | +2.4% | +1.8% | +3.8% |
| 30D | +0.6% | -6.9% | +7.5% | +1.3% |
| 3M | -0.6% | -44.1% | +43.4% | +4.0% |
| 6M | +25.3% | +53.6% | -28.3% | +18.2% |
| YTD | +23.8% | +56.7% | -32.9% | +16.2% |
| All | +21.6% | +51.6% | -30.0% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling