+1,149.5%
WULF vs MPWR
+182.0%
+967.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -0.3% |
| 7D | +11.0% | +16.8% | -5.8% | -1.7% |
| 30D | +9.4% | +11.9% | -2.5% | +1.6% |
| 3M | -22.6% | +2.2% | -24.8% | -23.1% |
| 6M | -45.4% | -15.5% | -29.9% | -39.1% |
| YTD | +9.8% | +54.2% | -44.4% | -20.0% |
| 1Y | +8.0% | +51.5% | -43.4% | -20.3% |
| 3Y | +1,149.5% | +180.2% | +969.3% | +496.4% |
| All | +1,149.5% | +182.0% | +967.5% | +496.4% |
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