-26.7%
WULF vs MPC
+655.4%
-682.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.3% | +5.9% | +7.3% |
| 7D | +21.9% | +3.9% | +18.1% | +20.2% |
| 30D | +4.6% | +33.8% | -29.2% | -7.4% |
| 3M | -30.9% | +49.9% | -80.8% | -42.0% |
| 6M | +29.9% | +80.9% | -51.0% | -1.6% |
| YTD | +55.4% | +147.4% | -92.0% | +0.8% |
| 1Y | +94.1% | +123.2% | -29.1% | +31.0% |
| 3Y | +892.2% | +171.7% | +720.5% | +488.5% |
| 5Y | -26.7% | +678.6% | -705.3% | -66.8% |
| All | -26.7% | +655.4% | -682.2% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling