-22.1%
WULF vs MLM
-11.4%
-10.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.4% | -9.0% | -7.7% |
| 7D | -12.8% | +9.1% | -21.9% | -17.0% |
| 30D | -20.9% | +14.6% | -35.5% | -27.0% |
| 3M | -38.0% | +0.3% | -38.3% | -38.2% |
| 6M | -47.5% | -7.5% | -40.0% | -45.0% |
| YTD | +1.8% | -10.2% | +12.1% | +6.6% |
| 1Y | -22.1% | -10.5% | -11.6% | -17.7% |
| All | -22.1% | -11.4% | -10.7% | -17.7% |
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