+3,657.0%
MCD vs WULF
+1,352.5%
+2,304.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -2.7% |
| 7D | -1.9% | +14.2% | -16.1% | -2.1% |
| 30D | +16.6% | -0.1% | +16.7% | +16.5% |
| 3M | +0.9% | -20.2% | +21.2% | +1.0% |
| 6M | +1.5% | -42.8% | +44.3% | +1.8% |
| YTD | -8.3% | +16.3% | -24.6% | -8.9% |
| 1Y | -8.1% | +8.0% | -16.1% | -8.7% |
| 3Y | +10.3% | +1,263.3% | -1,252.9% | +4.7% |
| 5Y | +23.4% | -53.5% | +76.9% | +19.4% |
| 10Y | +205.9% | +42.6% | +163.3% | +187.4% |
| All | +3,657.0% | +1,352.5% | +2,304.5% | +3,049.6% |
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