+29.9%
MCHP vs WULF
-22.8%
+52.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.6% | +3.3% | -2.1% |
| 7D | -5.4% | -12.8% | +7.4% | -3.2% |
| 30D | -7.5% | -20.9% | +13.3% | -4.2% |
| 3M | -6.0% | -38.0% | +32.0% | +0.8% |
| 6M | -20.1% | -47.5% | +27.4% | -12.2% |
| YTD | +20.2% | +1.8% | +18.4% | +24.7% |
| 1Y | +29.9% | -22.1% | +52.0% | +38.5% |
| All | +29.9% | -22.8% | +52.8% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling