+134.0%
WULF vs MDB
+997.6%
-863.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +4.5% |
| 7D | +1.4% | -1.8% | +3.2% | +1.6% |
| 30D | -2.6% | -17.3% | +14.7% | +0.8% |
| 3M | -34.0% | +2.2% | -36.2% | -35.6% |
| 6M | +10.0% | +33.9% | -23.9% | -2.0% |
| YTD | +45.7% | -13.7% | +59.4% | +43.4% |
| 1Y | +57.3% | +9.1% | +48.3% | +44.0% |
| 3Y | +878.9% | -8.1% | +887.1% | +784.4% |
| 5Y | -28.3% | -25.9% | -2.4% | -40.4% |
| All | +134.0% | +997.6% | -863.6% | +77.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling