+892.2%
WULF vs MNST
+52.7%
+839.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.5% | +9.7% | +8.2% |
| 7D | +21.9% | -4.1% | +26.0% | +22.1% |
| 30D | +4.6% | -4.5% | +9.1% | +4.7% |
| 3M | -30.9% | -2.5% | -28.5% | -31.4% |
| 6M | +29.9% | +14.1% | +15.8% | +25.2% |
| YTD | +55.4% | +12.6% | +42.9% | +50.6% |
| 1Y | +94.1% | +36.9% | +57.2% | +84.5% |
| 3Y | +892.2% | +53.1% | +839.1% | +885.4% |
| All | +892.2% | +52.7% | +839.6% | +885.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling