-1.5%
MCD vs WULF
+850.0%
-851.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.1% | +0.1% |
| 7D | -2.0% | +21.9% | -23.9% | -2.0% |
| 30D | -6.1% | +4.6% | -10.7% | -6.1% |
| 3M | -7.3% | -30.9% | +23.7% | -7.2% |
| 6M | -20.9% | +29.9% | -50.8% | -21.1% |
| YTD | -14.7% | +55.4% | -70.1% | -14.9% |
| 1Y | -16.1% | +94.1% | -110.2% | -16.6% |
| 3Y | -1.5% | +892.2% | -893.7% | -6.0% |
| All | -1.5% | +850.0% | -851.5% | -6.0% |
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