+86.1%
WULF vs MLM
-15.9%
+102.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.0% |
| 7D | +7.6% | -2.9% | +10.5% | +9.4% |
| 30D | -8.6% | -6.8% | -1.8% | -4.7% |
| 3M | -37.0% | -11.2% | -25.7% | -34.1% |
| 6M | +7.4% | -21.8% | +29.3% | +29.1% |
| YTD | +43.7% | -17.0% | +60.7% | +62.2% |
| 1Y | +86.1% | -16.4% | +102.5% | +116.9% |
| All | +86.1% | -15.9% | +102.0% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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