+2,423.9%
MUU vs WULF
+302.5%
+2,121.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.8% | -3.6% | -6.5% |
| 7D | +3.6% | -0.6% | +4.1% | +3.5% |
| 30D | +22.3% | -3.6% | +26.0% | +24.0% |
| 3M | -8.2% | -30.4% | +22.2% | +11.9% |
| 6M | +256.3% | +12.5% | +243.9% | +278.0% |
| YTD | +534.4% | +40.5% | +493.9% | +501.2% |
| 1Y | +2,163.5% | +53.0% | +2,110.5% | +1,923.6% |
| All | +2,423.9% | +302.5% | +2,121.4% | +1,239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling