+1,149.5%
WULF vs MLM
+15.7%
+1,133.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.6% |
| 7D | +11.0% | -0.9% | +11.9% | +11.9% |
| 30D | +9.4% | +9.0% | +0.3% | +0.7% |
| 3M | -22.6% | -5.6% | -17.1% | -19.7% |
| 6M | -45.4% | -10.7% | -34.7% | -42.6% |
| YTD | +9.8% | -17.2% | +27.0% | +26.0% |
| 1Y | +8.0% | -14.2% | +22.3% | +19.8% |
| 3Y | +1,149.5% | +15.6% | +1,133.9% | +1,315.9% |
| All | +1,149.5% | +15.7% | +1,133.8% | +1,315.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling