+270.2%
WULF vs MP
+268.3%
+1.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.8% |
| 7D | +0.2% | -3.6% | +3.9% | +2.3% |
| 30D | -8.8% | -21.0% | +12.2% | +1.0% |
| 3M | -22.5% | -33.3% | +10.8% | -8.7% |
| 6M | -46.3% | -45.9% | -0.4% | -31.9% |
| YTD | +9.3% | -27.8% | +37.1% | +25.1% |
| 1Y | -12.2% | -43.2% | +31.0% | +9.5% |
| 3Y | +1,181.6% | +144.0% | +1,037.6% | +674.4% |
| 5Y | -55.4% | -6.1% | -49.3% | -62.6% |
| All | +270.2% | +268.3% | +1.9% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling