+5,744.5%
MU vs WULF
+76.1%
+5,668.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.8% | +0.9% | -4.3% |
| 7D | +2.0% | -0.6% | +2.6% | +2.0% |
| 30D | +12.5% | -3.6% | +16.2% | +12.8% |
| 3M | +9.6% | -30.4% | +40.0% | +13.7% |
| 6M | +142.6% | +12.5% | +130.1% | +141.3% |
| YTD | +242.7% | +40.5% | +202.2% | +231.8% |
| 1Y | +599.3% | +53.0% | +546.3% | +567.8% |
| 3Y | +1,308.3% | +796.7% | +511.6% | +996.5% |
| 5Y | +1,263.7% | -30.9% | +1,294.6% | +977.2% |
| All | +5,744.5% | +76.1% | +5,668.4% | +4,209.6% |
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 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