+23.4%
WOLF vs MTCH
+16.5%
+6.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.6% |
| 7D | +2.4% | -2.4% | +4.7% | +2.4% |
| 30D | -6.9% | +12.8% | -19.7% | -8.2% |
| 3M | -44.1% | +20.0% | -64.0% | -45.1% |
| 6M | +53.6% | +34.7% | +18.9% | +50.1% |
| YTD | +56.7% | +30.6% | +26.1% | +50.9% |
| All | +23.4% | +16.5% | +6.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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