-24.7%
WULF vs MTCH
-73.3%
+48.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +2.9% |
| 7D | +1.4% | +1.3% | +0.1% | +0.5% |
| 30D | -2.6% | +15.9% | -18.5% | -11.5% |
| 3M | -34.0% | +23.3% | -57.2% | -43.0% |
| 6M | +10.0% | +40.1% | -30.2% | -12.9% |
| YTD | +45.7% | +33.6% | +12.1% | +17.3% |
| 1Y | +57.3% | +14.1% | +43.3% | +39.8% |
| 3Y | +878.9% | +1.4% | +877.5% | +796.4% |
| All | -24.7% | -73.3% | +48.5% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling