+23.4%
WOLF vs MDY
+14.4%
+9.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.5% | -2.2% |
| 7D | +2.4% | -0.8% | +3.1% | +4.9% |
| 30D | -6.9% | -3.9% | -3.0% | +6.4% |
| 3M | -44.1% | 0.0% | -44.0% | -41.2% |
| 6M | +53.6% | +8.5% | +45.1% | +36.6% |
| YTD | +56.7% | +13.2% | +43.5% | +33.8% |
| All | +23.4% | +14.4% | +9.0% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling