-34.9%
WULF vs MPWR
+153.3%
-188.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | -37.0% | -25.8% | -11.1% | -23.4% |
| 6M | +7.4% | +11.8% | -4.3% | -1.4% |
| YTD | +43.7% | +35.5% | +8.2% | +15.1% |
| 1Y | +86.1% | +45.3% | +40.8% | +39.0% |
| 3Y | +733.8% | +138.5% | +595.4% | +322.0% |
| All | -34.9% | +153.3% | -188.2% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling