+86.1%
WULF vs MPC
+120.1%
-33.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +7.6% | +5.4% | +2.1% | +7.9% |
| 30D | -8.6% | +31.0% | -39.6% | -8.0% |
| 3M | -37.0% | +46.0% | -83.0% | -36.3% |
| 6M | +7.4% | +77.3% | -69.9% | +4.2% |
| YTD | +43.7% | +141.9% | -98.2% | +26.2% |
| 1Y | +86.1% | +120.9% | -34.8% | +65.2% |
| All | +86.1% | +120.1% | -33.9% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling