+679.9%
WULF vs MDY
+2,589.7%
-1,909.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.8% | -5.4% |
| 7D | -0.6% | -2.5% | +2.0% | +0.6% |
| 30D | -3.6% | -5.0% | +1.4% | -1.3% |
| 3M | -30.4% | +0.5% | -30.9% | -30.3% |
| 6M | +12.5% | +8.0% | +4.5% | +10.2% |
| YTD | +40.5% | +12.2% | +28.3% | +36.1% |
| 1Y | +53.0% | +14.0% | +39.0% | +47.7% |
| 3Y | +796.7% | +48.2% | +748.5% | +729.3% |
| 5Y | -30.9% | +46.1% | -76.9% | -34.8% |
| 10Y | +76.1% | +173.8% | -97.6% | +50.7% |
| All | +679.9% | +2,589.7% | -1,909.8% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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