+901.8%
WULF vs MDB
-6.2%
+907.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | +15.6% | -4.5% | +20.1% | +16.9% |
| 30D | +5.7% | -14.0% | +19.7% | +8.8% |
| 3M | -32.3% | +5.3% | -37.6% | -34.9% |
| 6M | +23.7% | +31.9% | -8.2% | +7.6% |
| YTD | +49.1% | -14.6% | +63.7% | +47.7% |
| 1Y | +66.3% | +8.2% | +58.1% | +48.7% |
| All | +901.8% | -6.2% | +907.9% | +894.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling