+892.2%
WULF vs MPC
+176.9%
+715.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.3% | +5.9% | +7.3% |
| 7D | +21.9% | +3.9% | +18.1% | +20.3% |
| 30D | +4.6% | +33.8% | -29.2% | -6.9% |
| 3M | -30.9% | +49.9% | -80.8% | -41.6% |
| 6M | +29.9% | +80.9% | -51.0% | -1.9% |
| YTD | +55.4% | +147.4% | -92.0% | -1.9% |
| 1Y | +94.1% | +123.2% | -29.1% | +27.9% |
| 3Y | +892.2% | +171.7% | +720.5% | +451.2% |
| All | +892.2% | +176.9% | +715.3% | +451.2% |
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 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