+23.4%
MCD vs WULF
-53.4%
+76.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -2.6% |
| 7D | -1.9% | +14.2% | -16.1% | -2.0% |
| 30D | +16.6% | -0.1% | +16.7% | +16.6% |
| 3M | +0.9% | -20.2% | +21.2% | +1.0% |
| 6M | +1.5% | -42.8% | +44.3% | +1.7% |
| YTD | -8.3% | +16.3% | -24.6% | -8.8% |
| 1Y | -8.1% | +8.0% | -16.1% | -8.6% |
| 3Y | +10.3% | +1,263.3% | -1,252.9% | +5.1% |
| 5Y | +23.4% | -53.5% | +76.9% | +21.2% |
| All | +23.4% | -53.4% | +76.8% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling