-22.1%
WULF vs MP
-35.7%
+13.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.1% | -1.5% | -3.2% |
| 7D | -12.8% | -12.5% | -0.3% | -4.4% |
| 30D | -20.9% | -23.3% | +2.4% | -5.1% |
| 3M | -38.0% | -24.4% | -13.7% | -26.9% |
| 6M | -47.5% | -45.8% | -1.8% | -23.6% |
| YTD | +1.8% | -28.9% | +30.7% | +21.2% |
| 1Y | -22.1% | -34.6% | +12.5% | -2.9% |
| All | -22.1% | -35.7% | +13.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling