+348.3%
MXL vs WOLF
+51.6%
+296.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.5% | +13.1% | +9.8% |
| 7D | +19.0% | +2.4% | +16.6% | +17.6% |
| 30D | +4.5% | -6.9% | +11.4% | +7.3% |
| 3M | -1.5% | -44.1% | +42.6% | +20.0% |
| 6M | +348.6% | +53.6% | +295.0% | +284.1% |
| YTD | +310.3% | +56.7% | +253.6% | +248.3% |
| All | +348.3% | +51.6% | +296.8% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling