+901.8%
WULF vs MMM
+99.5%
+802.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -2.9% |
| 7D | +15.6% | -2.6% | +18.2% | +17.6% |
| 30D | +5.7% | -9.3% | +15.0% | +12.8% |
| 3M | -32.3% | +5.6% | -37.9% | -35.5% |
| 6M | +23.7% | +9.5% | +14.2% | +15.2% |
| YTD | +49.1% | +4.1% | +45.0% | +43.8% |
| 1Y | +66.3% | +9.4% | +56.9% | +53.7% |
| All | +901.8% | +99.5% | +802.2% | +496.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling