+76.4%
WULF vs MDB
+912.7%
-836.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.8% |
| 7D | +11.0% | +6.8% | +4.2% | +9.3% |
| 30D | +9.4% | -6.2% | +15.6% | +12.0% |
| 3M | -22.6% | -29.2% | +6.6% | -16.4% |
| 6M | -45.4% | +10.3% | -55.7% | -48.3% |
| YTD | +9.8% | -20.4% | +30.2% | +10.6% |
| 1Y | +8.0% | -4.8% | +12.9% | +2.8% |
| 3Y | +1,149.5% | -11.6% | +1,161.1% | +1,045.0% |
| 5Y | -55.6% | -41.0% | -14.5% | -61.8% |
| All | +76.4% | +912.7% | -836.3% | +37.1% |
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 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