-22.1%
WULF vs MPC
+122.9%
-145.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -8.1% | +1.5% | -7.2% |
| 7D | -12.8% | -10.9% | -1.9% | -13.6% |
| 30D | -20.9% | -9.4% | -11.5% | -21.7% |
| 3M | -38.0% | +26.0% | -64.0% | -37.7% |
| 6M | -47.5% | +56.5% | -104.0% | -47.1% |
| YTD | +1.8% | +144.3% | -142.4% | -13.7% |
| 1Y | -22.1% | +117.2% | -139.3% | -35.0% |
| All | -22.1% | +122.9% | -145.0% | -35.0% |
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