+1,720.0%
WULF vs MTCH
+6,134.4%
-4,414.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.6% |
| 7D | +1.4% | +1.3% | +0.1% | +1.2% |
| 30D | -2.6% | +15.9% | -18.5% | -4.3% |
| 3M | -34.0% | +23.3% | -57.2% | -35.6% |
| 6M | +10.0% | +40.1% | -30.2% | +5.6% |
| YTD | +45.7% | +33.6% | +12.1% | +40.4% |
| 1Y | +57.3% | +14.1% | +43.3% | +54.3% |
| 3Y | +878.9% | +1.4% | +877.5% | +867.1% |
| 5Y | -28.3% | -73.1% | +44.8% | -24.7% |
| 10Y | +82.7% | +204.8% | -122.1% | +81.6% |
| All | +1,720.0% | +6,134.4% | -4,414.4% | +1,953.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling