+265.1%
MU vs WULF
-22.8%
+288.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.6% | -0.4% | -4.3% |
| 7D | -19.1% | -12.8% | -6.3% | -14.7% |
| 30D | -25.2% | -20.9% | -4.4% | -18.5% |
| 3M | -10.9% | -38.0% | +27.1% | +5.6% |
| 6M | +38.0% | -47.5% | +85.5% | +74.2% |
| YTD | +178.8% | +1.8% | +177.0% | +193.9% |
| 1Y | +265.1% | -22.1% | +287.2% | +309.9% |
| All | +265.1% | -22.8% | +288.0% | +309.9% |
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