+878.9%
WULF vs MTCH
-0.9%
+879.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.1% |
| 7D | +1.4% | +1.3% | +0.1% | +0.7% |
| 30D | -2.6% | +15.9% | -18.5% | -10.1% |
| 3M | -34.0% | +23.3% | -57.2% | -41.7% |
| 6M | +10.0% | +40.1% | -30.2% | -10.1% |
| YTD | +45.7% | +33.6% | +12.1% | +21.2% |
| 1Y | +57.3% | +14.1% | +43.3% | +43.4% |
| 3Y | +878.9% | +1.4% | +877.5% | +909.4% |
| All | +878.9% | -0.9% | +879.8% | +909.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling