+17.3%
WOLF vs MDY
+14.3%
+3.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +0.4% |
| 7D | -8.6% | -1.9% | -6.7% | -2.7% |
| 30D | -18.3% | -4.6% | -13.6% | -4.1% |
| 3M | -43.1% | -1.2% | -41.9% | -38.2% |
| 6M | +42.4% | +9.2% | +33.2% | +25.6% |
| YTD | +48.9% | +13.1% | +35.8% | +28.0% |
| All | +17.3% | +14.3% | +3.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling