+901.8%
WULF vs MP
+147.7%
+754.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.3% |
| 7D | +15.6% | -0.7% | +16.3% | +15.9% |
| 30D | +5.7% | -0.7% | +6.4% | +5.7% |
| 3M | -32.3% | 0.0% | -32.3% | -32.6% |
| 6M | +23.7% | -10.0% | +33.6% | +27.0% |
| YTD | +49.1% | +7.5% | +41.6% | +44.7% |
| 1Y | +66.3% | -14.0% | +80.3% | +69.8% |
| All | +901.8% | +147.7% | +754.0% | +482.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling