+177.5%
MCD vs WULF
+76.1%
+101.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | -0.1% |
| 7D | -2.5% | -0.6% | -2.0% | -2.5% |
| 30D | -7.0% | -3.6% | -3.4% | -7.0% |
| 3M | -9.8% | -30.4% | +20.6% | -9.6% |
| 6M | -21.8% | +12.5% | -34.2% | -22.0% |
| YTD | -15.6% | +40.5% | -56.1% | -16.1% |
| 1Y | -15.2% | +53.0% | -68.1% | -15.9% |
| 3Y | -2.6% | +796.7% | -799.2% | -7.1% |
| 5Y | +18.9% | -30.9% | +49.7% | +15.0% |
| All | +177.5% | +76.1% | +101.4% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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