+34.7%
WULF vs MMM
+74.0%
-39.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.8% |
| 7D | +11.0% | -0.4% | +11.4% | +11.3% |
| 30D | +9.4% | +12.1% | -2.8% | +3.5% |
| 3M | -22.6% | +1.4% | -24.0% | -23.6% |
| 6M | -45.4% | +26.6% | -72.0% | -51.5% |
| YTD | +9.8% | +16.8% | -7.0% | +1.7% |
| 1Y | +8.0% | +10.1% | -2.0% | +2.6% |
| 3Y | +1,149.5% | +158.4% | +991.1% | +771.2% |
| 5Y | -55.6% | +43.1% | -98.7% | -64.7% |
| All | +34.7% | +74.0% | -39.3% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling