+1,384.0%
MU vs WULF
+851.7%
+532.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.8% | +3.5% |
| 7D | +7.5% | +15.6% | -8.1% | +4.5% |
| 30D | +19.4% | +5.7% | +13.6% | +17.8% |
| 3M | +9.8% | -32.3% | +42.1% | +16.9% |
| 6M | +164.1% | +23.7% | +140.5% | +158.1% |
| YTD | +260.3% | +49.1% | +211.2% | +238.9% |
| 1Y | +661.2% | +66.3% | +594.9% | +597.4% |
| All | +1,384.0% | +851.7% | +532.3% | +977.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling