-4.3%
MTZ vs WOLF
+53.6%
-57.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +3.5% |
| 7D | +12.9% | +21.5% | -8.6% | +8.4% |
| 30D | -8.5% | -1.2% | -7.3% | -9.3% |
| 3M | -30.6% | -8.2% | -22.5% | -30.8% |
| 6M | -55.1% | -45.0% | -10.1% | -53.3% |
| YTD | -13.0% | +59.0% | -72.0% | -24.6% |
| 1Y | -4.3% | +59.1% | -63.3% | -16.8% |
| All | -4.3% | +53.6% | -57.9% | -16.8% |
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 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