+1.1%
WULF vs MDLN
+15.3%
-14.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +18.4% | -25.0% | -6.0% |
| 7D | -12.8% | +24.7% | -37.5% | -12.4% |
| 30D | -20.9% | +12.7% | -33.6% | -20.1% |
| 3M | -38.0% | -4.0% | -34.0% | -37.1% |
| 6M | -47.5% | -8.7% | -38.8% | -45.5% |
| YTD | +1.8% | -3.9% | +5.8% | +8.1% |
| All | +1.1% | +15.3% | -14.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling