-13.4%
WULF vs MPWR
+41.6%
-55.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +16.6% | -7.7% | -4.9% |
| 7D | +13.2% | +11.6% | +1.6% | +3.8% |
| 30D | -10.1% | +0.1% | -10.2% | -9.7% |
| 3M | -27.5% | -0.8% | -26.7% | -26.6% |
| 6M | -47.1% | -13.0% | -34.0% | -42.5% |
| YTD | +7.7% | +53.9% | -46.2% | -32.8% |
| All | -13.4% | +41.6% | -55.1% | -41.2% |
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