+511.3%
MU vs WOLF
+60.4%
+450.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.1% |
| 7D | +7.2% | +9.8% | -2.6% | +4.7% |
| 30D | +14.0% | -12.1% | +26.1% | +17.2% |
| 3M | +5.4% | -47.9% | +53.3% | +17.9% |
| 6M | +170.3% | +74.3% | +96.0% | +141.8% |
| YTD | +250.7% | +65.9% | +184.8% | +214.1% |
| All | +511.3% | +60.4% | +450.8% | +454.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling