+1,695.0%
WULF vs MNST
+305,841.5%
-304,146.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | +7.6% | -6.5% | +14.0% | +7.7% |
| 30D | -8.6% | -7.2% | -1.4% | -8.5% |
| 3M | -37.0% | -1.0% | -35.9% | -37.0% |
| 6M | +7.4% | +11.5% | -4.1% | +7.1% |
| YTD | +43.7% | +14.3% | +29.4% | +43.2% |
| 1Y | +86.1% | +38.1% | +48.0% | +84.7% |
| 3Y | +733.8% | +55.0% | +678.9% | +724.9% |
| 5Y | -33.6% | +79.6% | -113.2% | -34.5% |
| 10Y | +76.1% | +241.8% | -165.7% | +72.4% |
| All | +1,695.0% | +305,841.5% | -304,146.5% | +1,294.8% |
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 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