+19.4%
MCD vs WULF
-29.7%
+49.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.9% |
| 7D | -2.9% | +15.6% | -18.4% | -2.9% |
| 30D | -6.7% | +5.7% | -12.5% | -6.8% |
| 3M | -9.6% | -32.3% | +22.7% | -9.4% |
| 6M | -22.3% | +23.7% | -46.0% | -22.6% |
| YTD | -15.4% | +49.1% | -64.5% | -15.9% |
| 1Y | -16.8% | +66.3% | -83.1% | -17.5% |
| 3Y | -2.4% | +851.7% | -854.1% | -6.6% |
| 5Y | +19.4% | -30.9% | +50.3% | +16.0% |
| All | +19.4% | -29.7% | +49.1% | +16.0% |
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 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