+199.5%
MCHP vs WULF
+82.7%
+116.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | -0.1% | +3.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -6.0% | -2.6% | -3.4% | -6.0% |
| 3M | -19.7% | -34.0% | +14.3% | -17.6% |
| 6M | +14.0% | +10.0% | +4.0% | +12.7% |
| YTD | +18.4% | +45.7% | -27.3% | +14.0% |
| 1Y | +17.1% | +57.3% | -40.2% | +11.4% |
| 3Y | +0.7% | +878.9% | -878.2% | -21.4% |
| 5Y | +5.1% | -28.3% | +33.4% | -16.9% |
| All | +199.5% | +82.7% | +116.8% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling