+86.1%
WULF vs MDB
+18.3%
+67.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +1.9% |
| 7D | +7.6% | -17.4% | +25.0% | +8.5% |
| 30D | -8.6% | -2.0% | -6.6% | -9.1% |
| 3M | -37.0% | -3.0% | -34.0% | -37.2% |
| 6M | +7.4% | +48.7% | -41.3% | +1.6% |
| YTD | +43.7% | -12.1% | +55.8% | +41.3% |
| 1Y | +86.1% | +14.5% | +71.6% | +94.1% |
| All | +86.1% | +18.3% | +67.8% | +94.1% |
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