+2,396.1%
MUU vs WULF
+317.5%
+2,078.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -2.9% |
| 7D | -8.2% | +1.4% | -9.6% | -9.3% |
| 30D | +10.2% | -2.6% | +12.8% | +10.9% |
| 3M | -26.5% | -34.0% | +7.5% | -9.1% |
| 6M | +227.2% | +10.0% | +217.2% | +247.7% |
| YTD | +527.4% | +45.7% | +481.7% | +483.6% |
| 1Y | +1,843.7% | +57.3% | +1,786.3% | +1,610.3% |
| All | +2,396.1% | +317.5% | +2,078.6% | +1,200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling