+1,246.0%
WULF vs MOD
+523.3%
+722.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +9.9% | -1.0% | +7.4% |
| 7D | +13.2% | -13.9% | +27.1% | +15.8% |
| 30D | -10.1% | -41.5% | +31.4% | -2.2% |
| 3M | -27.5% | -45.7% | +18.2% | -20.3% |
| 6M | -47.1% | -61.1% | +14.0% | -38.8% |
| YTD | +7.7% | -20.5% | +28.2% | +13.2% |
| 1Y | -11.2% | -32.1% | +20.9% | -4.7% |
| 3Y | +1,217.0% | +146.5% | +1,070.6% | +1,174.7% |
| 5Y | -57.0% | +812.7% | -869.8% | -62.1% |
| 10Y | +32.0% | +966.8% | -934.8% | +11.3% |
| All | +1,246.0% | +523.3% | +722.6% | +1,014.4% |
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