-22.1%
WULF vs MDB
-8.5%
-13.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -6.4% |
| 7D | -12.8% | -16.5% | +3.7% | -11.0% |
| 30D | -20.9% | -8.6% | -12.3% | -19.6% |
| 3M | -38.0% | -13.6% | -24.4% | -37.1% |
| 6M | -47.5% | +24.1% | -71.6% | -48.4% |
| YTD | +1.8% | -21.8% | +23.6% | +0.7% |
| 1Y | -22.1% | -7.7% | -14.3% | -20.5% |
| All | -22.1% | -8.5% | -13.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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