+82.7%
WULF vs MTUM
+357.8%
-275.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.3% |
| 7D | +1.4% | +0.7% | +0.7% | +0.8% |
| 30D | -2.6% | -2.4% | -0.2% | +0.6% |
| 3M | -34.0% | -3.6% | -30.3% | -30.4% |
| 6M | +10.0% | +23.7% | -13.7% | -7.9% |
| YTD | +45.7% | +22.9% | +22.8% | +24.5% |
| 1Y | +57.3% | +21.8% | +35.6% | +37.2% |
| 3Y | +878.9% | +114.4% | +764.5% | +532.5% |
| 5Y | -28.3% | +79.6% | -107.9% | -50.7% |
| All | +82.7% | +357.8% | -275.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 10y: compounded portfolio wealth divided by compounded MTUM 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…
10y analysis · Full analysis span regression · 6 months rolling