+32.1%
WULF vs MPWR
+1,765.9%
-1,733.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +16.6% | -7.7% | +0.8% |
| 7D | +13.2% | +11.6% | +1.6% | +8.0% |
| 30D | -10.1% | +0.1% | -10.2% | -9.2% |
| 3M | -27.5% | -0.8% | -26.7% | -26.2% |
| 6M | -47.1% | -13.0% | -34.0% | -43.2% |
| YTD | +7.7% | +53.9% | -46.2% | -10.0% |
| 1Y | -11.2% | +45.8% | -57.0% | -23.8% |
| 3Y | +1,217.0% | +194.3% | +1,022.8% | +756.8% |
| 5Y | -57.0% | +160.1% | -217.2% | -72.9% |
| All | +32.1% | +1,765.9% | -1,733.8% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling