+86.9%
WULF vs MNST
+241.5%
-154.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | +15.6% | -3.6% | +19.1% | +16.2% |
| 30D | +5.7% | -6.3% | +12.0% | +6.7% |
| 3M | -32.3% | -5.0% | -27.3% | -32.1% |
| 6M | +23.7% | +13.1% | +10.5% | +19.5% |
| YTD | +49.1% | +11.8% | +37.3% | +44.5% |
| 1Y | +66.3% | +35.2% | +31.1% | +55.4% |
| 3Y | +851.7% | +52.0% | +799.7% | +763.7% |
| 5Y | -30.9% | +77.9% | -108.8% | -39.2% |
| 10Y | +86.9% | +248.4% | -161.5% | +75.0% |
| All | +86.9% | +241.5% | -154.6% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling