+761.3%
MULL vs WOLF
+37.9%
+723.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.3% | +1.2% | -1.6% |
| 7D | +24.5% | +4.4% | +20.2% | +22.5% |
| 30D | -35.5% | +1.0% | -36.5% | -33.3% |
| 3M | -44.8% | -21.2% | -23.6% | -36.2% |
| 6M | -45.5% | -60.3% | +14.9% | -17.4% |
| YTD | +232.5% | +42.6% | +189.9% | +222.8% |
| 1Y | +343.3% | +36.5% | +306.7% | +331.4% |
| All | +761.3% | +37.9% | +723.4% | +758.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling