+521.2%
MU vs WOLF
+57.5%
+463.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.6% | +0.5% | +4.7% |
| 7D | +9.0% | +9.7% | -0.7% | +6.5% |
| 30D | +13.8% | +12.5% | +1.3% | +9.1% |
| 3M | +2.1% | -57.7% | +59.8% | +18.5% |
| 6M | +153.8% | +37.7% | +116.1% | +135.2% |
| YTD | +256.4% | +62.8% | +193.6% | +220.8% |
| All | +521.2% | +57.5% | +463.7% | +465.9% |
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