+94.1%
WULF vs MPWR
+41.1%
+53.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.5% |
| 7D | +21.9% | -0.6% | +22.5% | +22.3% |
| 30D | +4.6% | -13.1% | +17.6% | +15.2% |
| 3M | -30.9% | -21.7% | -9.2% | -20.3% |
| 6M | +29.9% | +19.5% | +10.4% | +17.7% |
| YTD | +55.4% | +34.9% | +20.5% | +37.3% |
| 1Y | +94.1% | +42.0% | +52.2% | +77.7% |
| All | +94.1% | +41.1% | +53.0% | +77.7% |
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