+82.7%
WULF vs MMM
+55.8%
+26.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.2% |
| 7D | +1.4% | -2.1% | +3.5% | +2.4% |
| 30D | -2.6% | -9.8% | +7.2% | +1.9% |
| 3M | -34.0% | +4.9% | -38.9% | -35.7% |
| 6M | +10.0% | +7.3% | +2.7% | +6.3% |
| YTD | +45.7% | +4.5% | +41.2% | +42.6% |
| 1Y | +57.3% | +5.4% | +52.0% | +52.8% |
| 3Y | +878.9% | +98.6% | +780.4% | +657.5% |
| 5Y | -28.3% | +27.4% | -55.7% | -39.6% |
| All | +82.7% | +55.8% | +26.8% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded MMM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling