-45.4%
WULF vs MPC
+64.7%
-110.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.2% |
| 7D | +11.0% | +11.2% | -0.2% | +12.0% |
| 30D | +9.4% | -14.5% | +23.8% | +3.2% |
| 3M | -22.6% | +16.7% | -39.3% | -19.9% |
| 6M | -45.4% | +67.6% | -113.0% | -33.9% |
| All | -45.4% | +64.7% | -110.1% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling