+42.6%
WULF vs MNST
+328.4%
-285.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.2% | +6.4% |
| 7D | +14.2% | -6.9% | +21.1% | +15.3% |
| 30D | -0.1% | +3.7% | -3.8% | -1.0% |
| 3M | -20.2% | -0.3% | -20.0% | -20.7% |
| 6M | -42.8% | +5.1% | -47.9% | -44.0% |
| YTD | +16.3% | +18.4% | -2.2% | +11.1% |
| 1Y | +8.0% | +26.3% | -18.3% | +2.0% |
| 3Y | +1,263.3% | +64.3% | +1,199.0% | +1,115.2% |
| 5Y | -53.5% | +96.8% | -150.3% | -59.7% |
| 10Y | +42.6% | +333.2% | -290.6% | +28.3% |
| All | +42.6% | +328.4% | -285.8% | +28.3% |
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 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