+1,695.0%
WULF vs MLM
+3,531.4%
-1,836.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +7.6% | -2.9% | +10.5% | +8.1% |
| 30D | -8.6% | -6.8% | -1.8% | -7.6% |
| 3M | -37.0% | -11.2% | -25.7% | -36.0% |
| 6M | +7.4% | -21.8% | +29.3% | +11.8% |
| YTD | +43.7% | -17.0% | +60.7% | +48.2% |
| 1Y | +86.1% | -16.4% | +102.5% | +91.9% |
| 3Y | +733.8% | +14.5% | +719.4% | +727.8% |
| 5Y | -33.6% | +41.7% | -75.3% | -35.6% |
| 10Y | +76.1% | +200.0% | -124.0% | +58.4% |
| All | +1,695.0% | +3,531.4% | -1,836.4% | +1,212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling