+86.9%
WULF vs MPC
+1,153.9%
-1,067.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | +15.6% | +3.2% | +12.4% | +14.9% |
| 30D | +5.7% | +25.0% | -19.3% | +0.7% |
| 3M | -32.3% | +55.2% | -87.4% | -38.8% |
| 6M | +23.7% | +86.4% | -62.7% | +6.4% |
| YTD | +49.1% | +148.5% | -99.4% | +19.9% |
| 1Y | +66.3% | +121.7% | -55.4% | +36.8% |
| 3Y | +851.7% | +172.9% | +678.8% | +643.7% |
| 5Y | -30.9% | +679.9% | -710.8% | -53.8% |
| 10Y | +86.9% | +1,174.7% | -1,087.8% | +17.6% |
| All | +86.9% | +1,153.9% | -1,067.0% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling