+2,981.5%
MUU vs WULF
+83.4%
+2,898.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.7% | +9.9% | +10.4% |
| 7D | +17.4% | +7.6% | +9.8% | +11.0% |
| 30D | +24.0% | -8.6% | +32.6% | +31.6% |
| 3M | -23.9% | -37.0% | +13.1% | +6.7% |
| 6M | +284.4% | +7.4% | +277.0% | +343.6% |
| YTD | +583.7% | +43.7% | +540.0% | +590.6% |
| 1Y | +2,981.5% | +86.1% | +2,895.3% | +2,725.2% |
| All | +2,981.5% | +83.4% | +2,898.0% | +2,725.2% |
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