+86.1%
WULF vs MTCH
+13.9%
+72.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.9% |
| 7D | +7.6% | +0.7% | +6.9% | +7.5% |
| 30D | -8.6% | +9.7% | -18.4% | -9.8% |
| 3M | -37.0% | +21.1% | -58.0% | -39.3% |
| 6M | +7.4% | +37.5% | -30.1% | +0.8% |
| YTD | +43.7% | +31.9% | +11.8% | +37.9% |
| 1Y | +86.1% | +14.6% | +71.6% | +71.7% |
| All | +86.1% | +13.9% | +72.2% | +71.7% |
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