+297.0%
MXL vs WOLF
-3.0%
+300.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.7% | -12.8% | -12.0% |
| 7D | -24.3% | -14.5% | -9.9% | -18.3% |
| 30D | -46.1% | -32.0% | -14.1% | -34.7% |
| 3M | -21.8% | -15.8% | -6.0% | -14.9% |
| 6M | -27.2% | -36.6% | +9.4% | -17.2% |
| YTD | +226.2% | +30.9% | +195.3% | +176.4% |
| 1Y | +297.0% | +4.1% | +292.9% | +256.0% |
| All | +297.0% | -3.0% | +300.0% | +256.0% |
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