+185.9%
WULF vs MPC
+2,977.1%
-2,791.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +7.6% | +5.4% | +2.1% | +6.7% |
| 30D | -8.6% | +31.0% | -39.6% | -12.4% |
| 3M | -37.0% | +46.0% | -83.0% | -40.7% |
| 6M | +7.4% | +77.3% | -69.9% | -2.5% |
| YTD | +43.7% | +141.9% | -98.2% | +24.2% |
| 1Y | +86.1% | +120.9% | -34.8% | +62.8% |
| 3Y | +733.8% | +182.7% | +551.2% | +602.4% |
| 5Y | -33.6% | +646.4% | -680.0% | -48.9% |
| 10Y | +76.1% | +1,138.7% | -1,062.7% | +30.5% |
| All | +185.9% | +2,977.1% | -2,791.2% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling