+1,191.1%
WULF vs MPC
+201.9%
+989.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.2% |
| 7D | +29.4% | +9.4% | +19.9% | +25.7% |
| 30D | -1.3% | -13.4% | +12.2% | +2.8% |
| 3M | -24.1% | +18.9% | -43.0% | -29.6% |
| 6M | -42.8% | +64.9% | -107.7% | -53.8% |
| YTD | +13.5% | +156.8% | -143.3% | -29.2% |
| 1Y | +3.2% | +113.2% | -110.0% | -28.9% |
| All | +1,191.1% | +201.9% | +989.2% | +630.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling