+1,265.5%
WULF vs MOD
+505.2%
+760.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.9% |
| 7D | +0.2% | -17.8% | +18.1% | +3.2% |
| 30D | -8.8% | -43.2% | +34.4% | -0.4% |
| 3M | -22.5% | -46.0% | +23.6% | -14.7% |
| 6M | -46.3% | -62.2% | +15.9% | -37.7% |
| YTD | +9.3% | -22.8% | +32.1% | +15.4% |
| 1Y | -12.2% | -35.5% | +23.3% | -5.1% |
| 3Y | +1,181.6% | +128.2% | +1,053.4% | +1,150.0% |
| 5Y | -55.4% | +791.6% | -847.0% | -60.5% |
| 10Y | +34.1% | +886.3% | -852.3% | +13.7% |
| All | +1,265.5% | +505.2% | +760.3% | +1,035.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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