+475.1%
MULL vs WOLF
-3.0%
+478.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.4% | -14.8% |
| 7D | -35.9% | -14.5% | -21.5% | -29.3% |
| 30D | -47.3% | -32.0% | -15.3% | -33.3% |
| 3M | -30.6% | -15.8% | -14.8% | -26.0% |
| 6M | +13.7% | -36.6% | +50.3% | +48.6% |
| YTD | +272.1% | +30.9% | +241.2% | +230.5% |
| 1Y | +475.1% | +4.1% | +471.0% | +420.6% |
| All | +475.1% | -3.0% | +478.1% | +420.6% |
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