+892.2%
WULF vs MLM
+19.3%
+873.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +8.7% |
| 7D | +21.9% | +1.4% | +20.5% | +20.2% |
| 30D | +4.6% | -6.5% | +11.1% | +10.7% |
| 3M | -30.9% | -7.4% | -23.5% | -29.2% |
| 6M | +29.9% | -15.8% | +45.7% | +48.3% |
| YTD | +55.4% | -17.4% | +72.9% | +81.1% |
| 1Y | +94.1% | -17.9% | +112.0% | +127.3% |
| 3Y | +892.2% | +18.9% | +873.4% | +690.9% |
| All | +892.2% | +19.3% | +873.0% | +690.9% |
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