-60.5%
WULF vs MP
-13.8%
-46.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +4.9% | +7.8% | +10.5% |
| 7D | -3.1% | -10.5% | +7.4% | +2.6% |
| 30D | -21.0% | -23.5% | +2.5% | -9.7% |
| 3M | -35.5% | -25.4% | -10.0% | -26.3% |
| 6M | -55.8% | -51.3% | -4.6% | -38.9% |
| YTD | -1.0% | -29.9% | +28.9% | +16.7% |
| 1Y | -20.4% | -31.8% | +11.5% | -5.4% |
| 3Y | +972.6% | +127.0% | +845.7% | +434.9% |
| All | -60.5% | -13.8% | -46.8% | -66.4% |
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