+367.5%
MXL vs WOLF
+44.0%
+323.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.0% | +4.6% | +6.3% |
| 7D | +18.9% | -8.6% | +27.4% | +22.9% |
| 30D | +0.3% | -18.3% | +18.6% | +8.4% |
| 3M | -8.0% | -43.1% | +35.0% | +12.1% |
| 6M | +341.2% | +42.4% | +298.8% | +288.2% |
| YTD | +327.8% | +48.9% | +278.9% | +270.7% |
| All | +367.5% | +44.0% | +323.5% | +305.3% |
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