+1,841.8%
WULF vs MDT
+3,191.8%
-1,350.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +8.4% |
| 7D | +21.9% | +0.4% | +21.5% | +21.8% |
| 30D | +4.6% | +6.0% | -1.4% | +3.6% |
| 3M | -30.9% | +15.5% | -46.5% | -32.6% |
| 6M | +29.9% | +3.4% | +26.5% | +28.8% |
| YTD | +55.4% | -2.2% | +57.6% | +55.1% |
| 1Y | +94.1% | +2.6% | +91.5% | +92.4% |
| 3Y | +892.2% | +27.5% | +864.7% | +855.3% |
| 5Y | -26.7% | -20.1% | -6.7% | -26.4% |
| 10Y | +94.0% | +39.1% | +54.9% | +87.5% |
| All | +1,841.8% | +3,191.8% | -1,350.0% | +1,545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling