+797.3%
WULF vs MPWR
+146.5%
+650.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | +7.6% | -2.6% | +10.1% | +9.5% |
| 30D | -8.6% | -9.0% | +0.4% | -1.9% |
| 3M | -37.0% | -25.8% | -11.1% | -23.1% |
| 6M | +7.4% | +11.8% | -4.3% | -1.9% |
| YTD | +43.7% | +35.5% | +8.2% | +14.2% |
| 1Y | +86.1% | +45.3% | +40.8% | +37.2% |
| All | +797.3% | +146.5% | +650.8% | +339.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling