+719.8%
MU vs WULF
+83.4%
+636.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.5% |
| 7D | +9.0% | +7.6% | +1.4% | +6.0% |
| 30D | +13.8% | -8.6% | +22.4% | +16.9% |
| 3M | +2.1% | -37.0% | +39.0% | +17.0% |
| 6M | +153.8% | +7.4% | +146.4% | +159.7% |
| YTD | +256.4% | +43.7% | +212.7% | +240.4% |
| 1Y | +719.8% | +86.1% | +633.6% | +640.6% |
| All | +719.8% | +83.4% | +636.3% | +640.6% |
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 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