+189.8%
MU vs WOLF
+39.8%
+149.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.8% | -3.5% | +3.0% |
| 7D | -12.0% | +25.3% | -37.3% | -18.2% |
| 30D | -28.7% | -14.7% | -14.1% | -25.7% |
| 3M | -16.4% | -20.5% | +4.1% | -12.3% |
| 6M | -1.8% | -43.9% | +42.1% | +8.3% |
| YTD | +157.1% | +50.0% | +107.0% | +111.1% |
| All | +189.8% | +39.8% | +149.9% | +135.2% |
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