+9.7%
MCD vs WULF
+1,277.3%
-1,267.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -2.6% |
| 7D | -1.9% | +14.2% | -16.1% | -1.9% |
| 30D | +16.6% | -0.1% | +16.7% | +16.7% |
| 3M | +0.9% | -20.2% | +21.2% | +1.0% |
| 6M | +1.5% | -42.8% | +44.3% | +1.5% |
| YTD | -8.3% | +16.3% | -24.6% | -8.5% |
| 1Y | -8.1% | +8.0% | -16.1% | -8.4% |
| All | +9.7% | +1,277.3% | -1,267.6% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling