+1.5%
MCD vs WULF
-42.1%
+43.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -2.2% |
| 7D | -1.9% | +14.2% | -16.1% | -0.9% |
| 30D | +16.6% | -0.1% | +16.7% | +17.0% |
| 3M | +0.9% | -20.2% | +21.2% | +0.2% |
| 6M | +1.5% | -42.8% | +44.3% | -0.5% |
| All | +1.5% | -42.1% | +43.6% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling