+125.7%
WULF vs MDB
+1,032.9%
-907.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.3% | -10.1% | -6.8% |
| 7D | -0.6% | -2.8% | +2.2% | -0.1% |
| 30D | -3.6% | -14.9% | +11.2% | -0.9% |
| 3M | -30.4% | +7.3% | -37.7% | -32.9% |
| 6M | +12.5% | +38.2% | -25.7% | -0.4% |
| YTD | +40.5% | -10.9% | +51.4% | +37.3% |
| 1Y | +53.0% | +11.6% | +41.3% | +39.3% |
| 3Y | +796.7% | -0.9% | +797.6% | +695.7% |
| 5Y | -30.9% | -23.5% | -7.4% | -42.9% |
| All | +125.7% | +1,032.9% | -907.3% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling