+1,272.1%
WULF vs MNST
+324,273.4%
-323,001.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.3% |
| 7D | +11.0% | +1.6% | +9.4% | +11.0% |
| 30D | +9.4% | +5.1% | +4.3% | +9.2% |
| 3M | -22.6% | -0.5% | -22.2% | -22.7% |
| 6M | -45.4% | +8.1% | -53.5% | -45.6% |
| YTD | +9.8% | +21.2% | -11.4% | +9.3% |
| 1Y | +8.0% | +30.7% | -22.7% | +7.3% |
| 3Y | +1,149.5% | +67.3% | +1,082.2% | +1,133.6% |
| 5Y | -55.6% | +101.9% | -157.5% | -56.3% |
| 10Y | +34.7% | +343.3% | -308.6% | +31.4% |
| All | +1,272.1% | +324,273.4% | -323,001.3% | +964.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling