-26.7%
WULF vs MP
+61.8%
-88.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.5% | +6.6% | +7.5% |
| 7D | +21.9% | +3.0% | +18.9% | +20.2% |
| 30D | +4.6% | +8.3% | -3.8% | +0.1% |
| 3M | -30.9% | -3.8% | -27.1% | -30.1% |
| 6M | +29.9% | -4.9% | +34.8% | +30.4% |
| YTD | +55.4% | +9.6% | +45.8% | +48.0% |
| 1Y | +94.1% | -11.7% | +105.8% | +95.1% |
| 3Y | +892.2% | +158.5% | +733.7% | +389.1% |
| 5Y | -26.7% | +68.9% | -95.7% | -53.3% |
| All | -26.7% | +61.8% | -88.6% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling