-26.6%
WULF vs MDB
-25.2%
-1.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | +15.6% | -4.5% | +20.1% | +17.3% |
| 30D | +5.7% | -14.0% | +19.7% | +9.7% |
| 3M | -32.3% | +5.3% | -37.6% | -35.5% |
| 6M | +23.7% | +31.9% | -8.2% | +4.7% |
| YTD | +49.1% | -14.6% | +63.7% | +45.8% |
| 1Y | +66.3% | +8.2% | +58.1% | +45.1% |
| 3Y | +851.7% | -5.0% | +856.7% | +693.5% |
| All | -26.6% | -25.2% | -1.4% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling