+53.0%
WULF vs MPC
+118.0%
-65.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.9% |
| 7D | -0.6% | +1.2% | -1.8% | -0.5% |
| 30D | -3.6% | +17.0% | -20.6% | -3.0% |
| 3M | -30.4% | +49.5% | -79.9% | -29.4% |
| 6M | +12.5% | +83.5% | -71.0% | +8.9% |
| YTD | +40.5% | +144.1% | -103.6% | +25.3% |
| 1Y | +53.0% | +119.6% | -66.6% | +38.5% |
| All | +53.0% | +118.0% | -65.0% | +38.5% |
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