-59.8%
MTZ vs WOLF
-26.8%
-33.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +16.8% | -7.3% | +5.5% |
| 7D | -6.4% | +8.2% | -14.7% | -8.5% |
| 30D | -22.1% | -24.2% | +2.1% | -17.9% |
| 3M | -32.7% | -13.8% | -18.9% | -32.2% |
| 6M | -59.8% | -44.8% | -15.0% | -59.1% |
| All | -59.8% | -26.8% | -33.0% | -59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling