-22.1%
WULF vs MTCH
+27.4%
-49.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.4% | -11.1% | -6.5% |
| 7D | -12.8% | -4.4% | -8.4% | -12.7% |
| 30D | -20.9% | -0.3% | -20.6% | -21.2% |
| 3M | -38.0% | -2.0% | -36.0% | -38.1% |
| 6M | -47.5% | +6.4% | -53.9% | -48.6% |
| YTD | +1.8% | +27.3% | -25.5% | -3.1% |
| 1Y | -22.1% | +30.3% | -52.4% | -29.0% |
| All | -22.1% | +27.4% | -49.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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