-26.7%
WULF vs MNST
+81.5%
-108.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.5% | +9.7% | +8.7% |
| 7D | +21.9% | -4.1% | +26.0% | +23.4% |
| 30D | +4.6% | -4.5% | +9.1% | +5.6% |
| 3M | -30.9% | -2.5% | -28.5% | -31.4% |
| 6M | +29.9% | +14.1% | +15.8% | +20.3% |
| YTD | +55.4% | +12.6% | +42.9% | +44.9% |
| 1Y | +94.1% | +36.9% | +57.2% | +66.5% |
| 3Y | +892.2% | +53.1% | +839.1% | +697.4% |
| 5Y | -26.7% | +78.2% | -105.0% | -39.3% |
| All | -26.7% | +81.5% | -108.2% | -39.3% |
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