+57.3%
WULF vs MDT
+1.7%
+55.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.6% |
| 7D | +1.4% | -3.4% | +4.8% | +0.6% |
| 30D | -2.6% | +0.2% | -2.8% | -2.6% |
| 3M | -34.0% | +14.3% | -48.2% | -34.0% |
| 6M | +10.0% | +4.0% | +6.0% | +14.9% |
| YTD | +45.7% | -3.7% | +49.4% | +46.7% |
| 1Y | +57.3% | -0.4% | +57.7% | +76.4% |
| All | +57.3% | +1.7% | +55.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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