+878.9%
WULF vs MTUM
+114.7%
+764.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +0.9% |
| 7D | +1.4% | +0.7% | +0.7% | +0.1% |
| 30D | -2.6% | -2.4% | -0.2% | +3.8% |
| 3M | -34.0% | -3.6% | -30.3% | -29.5% |
| 6M | +10.0% | +23.7% | -13.7% | -34.7% |
| YTD | +45.7% | +22.9% | +22.8% | -10.5% |
| 1Y | +57.3% | +21.8% | +35.6% | +0.5% |
| 3Y | +878.9% | +114.4% | +764.5% | +133.8% |
| All | +878.9% | +114.7% | +764.2% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling