+386.6%
WULF vs MP
+450.8%
-64.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +7.6% | -2.9% | +10.4% | +8.7% |
| 30D | -8.6% | +13.8% | -22.5% | -13.9% |
| 3M | -37.0% | -16.7% | -20.3% | -32.7% |
| 6M | +7.4% | -11.5% | +18.9% | +11.0% |
| YTD | +43.7% | +7.9% | +35.8% | +39.2% |
| 1Y | +86.1% | -15.0% | +101.2% | +91.0% |
| 3Y | +733.8% | +153.5% | +580.3% | +389.3% |
| 5Y | -33.6% | +58.7% | -92.2% | -54.2% |
| All | +386.6% | +450.8% | -64.2% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling