-22.1%
WULF vs MPWR
+31.4%
-53.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.1% | -1.6% | -2.4% |
| 7D | -12.8% | +4.1% | -16.9% | -15.4% |
| 30D | -20.9% | -14.8% | -6.1% | -9.4% |
| 3M | -38.0% | -5.4% | -32.6% | -34.5% |
| 6M | -47.5% | -19.6% | -27.9% | -38.8% |
| YTD | +1.8% | +39.8% | -38.0% | -31.7% |
| 1Y | -22.1% | +32.5% | -54.6% | -44.2% |
| All | -22.1% | +31.4% | -53.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 1y: compounded portfolio wealth divided by compounded MPWR 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…
1y analysis · Full analysis span regression · 6 months rolling