+878.9%
WULF vs MDT
+25.0%
+854.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +1.4% | -3.4% | +4.8% | +2.3% |
| 30D | -2.6% | +0.2% | -2.8% | -3.0% |
| 3M | -34.0% | +14.3% | -48.2% | -38.2% |
| 6M | +10.0% | +4.0% | +6.0% | +9.0% |
| YTD | +45.7% | -3.7% | +49.4% | +48.0% |
| 1Y | +57.3% | -0.4% | +57.7% | +57.3% |
| 3Y | +878.9% | +23.3% | +855.6% | +789.3% |
| All | +878.9% | +25.0% | +854.0% | +789.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling