-55.9%
WULF vs MNST
+101.2%
-157.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.7% |
| 7D | +11.0% | +1.6% | +9.4% | +10.5% |
| 30D | +9.4% | +5.1% | +4.3% | +7.2% |
| 3M | -22.6% | -0.5% | -22.2% | -23.2% |
| 6M | -45.4% | +8.1% | -53.5% | -48.0% |
| YTD | +9.8% | +21.2% | -11.4% | -0.5% |
| 1Y | +8.0% | +30.7% | -22.7% | -4.9% |
| 3Y | +1,149.5% | +67.3% | +1,082.2% | +870.8% |
| All | -55.9% | +101.2% | -157.1% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling