+3,395.7%
MCD vs WULF
+1,695.0%
+1,700.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | -2.8% | +7.6% | -10.4% | -2.9% |
| 30D | -6.0% | -8.6% | +2.6% | -6.0% |
| 3M | -5.6% | -37.0% | +31.4% | -5.3% |
| 6M | -21.9% | +7.4% | -29.3% | -22.1% |
| YTD | -14.7% | +43.7% | -58.4% | -15.3% |
| 1Y | -17.3% | +86.1% | -103.4% | -18.2% |
| 3Y | -2.2% | +733.8% | -736.0% | -6.5% |
| 5Y | +20.3% | -33.6% | +53.9% | +16.0% |
| 10Y | +180.7% | +76.1% | +104.6% | +163.4% |
| All | +3,395.7% | +1,695.0% | +1,700.7% | +2,827.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling