+44.7%
WULF vs MDLN
-7.1%
+51.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | +1.4% | -11.1% | +12.5% | +1.8% |
| 30D | -2.6% | -8.4% | +5.7% | -2.2% |
| 3M | -34.0% | -12.4% | -21.6% | -34.6% |
| 6M | +10.0% | -23.3% | +33.2% | +13.2% |
| YTD | +45.7% | -22.5% | +68.2% | +53.7% |
| All | +44.7% | -7.1% | +51.7% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling