+86.1%
WULF vs MNST
+37.8%
+48.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | +7.6% | -6.5% | +14.0% | +7.5% |
| 30D | -8.6% | -7.2% | -1.4% | -8.4% |
| 3M | -37.0% | -1.0% | -35.9% | -38.2% |
| 6M | +7.4% | +11.5% | -4.1% | +0.2% |
| YTD | +43.7% | +14.3% | +29.4% | +35.1% |
| 1Y | +86.1% | +38.1% | +48.0% | +59.3% |
| All | +86.1% | +37.8% | +48.3% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 1y: compounded portfolio wealth divided by compounded MNST 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…
1y analysis · Full analysis span regression · 6 months rolling