+32.0%
WULF vs MLM
+167.5%
-135.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.5% | +6.4% | +7.9% |
| 7D | +13.2% | -3.8% | +17.0% | +15.0% |
| 30D | -10.1% | +11.0% | -21.1% | -14.0% |
| 3M | -27.5% | -3.1% | -24.5% | -26.9% |
| 6M | -47.1% | -9.8% | -37.3% | -45.6% |
| YTD | +7.7% | -14.4% | +22.1% | +14.0% |
| 1Y | -11.2% | -12.6% | +1.4% | -6.7% |
| 3Y | +1,217.0% | +19.7% | +1,197.3% | +1,158.1% |
| 5Y | -57.0% | +29.8% | -86.8% | -60.9% |
| 10Y | +32.0% | +153.5% | -121.5% | +16.5% |
| All | +32.0% | +167.5% | -135.4% | +16.5% |
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