+86.9%
WULF vs MLM
+203.1%
-116.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.4% |
| 7D | +15.6% | -2.7% | +18.3% | +16.8% |
| 30D | +5.7% | -8.3% | +14.1% | +9.4% |
| 3M | -32.3% | -12.0% | -20.3% | -29.6% |
| 6M | +23.7% | -17.6% | +41.3% | +32.7% |
| YTD | +49.1% | -18.9% | +68.0% | +61.5% |
| 1Y | +66.3% | -17.6% | +84.0% | +79.5% |
| 3Y | +851.7% | +16.8% | +834.9% | +826.5% |
| 5Y | -30.9% | +41.0% | -71.9% | -36.1% |
| 10Y | +86.9% | +209.3% | -122.4% | +65.7% |
| All | +86.9% | +203.1% | -116.1% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling