+8.0%
WULF vs MNST
+29.3%
-21.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.2% | +6.4% |
| 7D | +14.2% | -6.9% | +21.1% | +12.2% |
| 30D | -0.1% | +3.7% | -3.8% | 0.0% |
| 3M | -20.2% | -0.3% | -20.0% | -20.3% |
| 6M | -42.8% | +5.1% | -47.9% | -44.7% |
| YTD | +16.3% | +18.4% | -2.2% | +9.3% |
| 1Y | +8.0% | +26.3% | -18.3% | -3.8% |
| All | +8.0% | +29.3% | -21.2% | -3.8% |
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