+82.7%
WULF vs MTZ
+773.6%
-690.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +2.1% |
| 7D | +1.4% | +1.4% | 0.0% | +1.0% |
| 30D | -2.6% | -14.5% | +11.9% | +5.0% |
| 3M | -34.0% | -32.9% | -1.0% | -21.0% |
| 6M | +10.0% | -20.8% | +30.8% | +24.0% |
| YTD | +45.7% | +10.6% | +35.1% | +42.8% |
| 1Y | +57.3% | +27.1% | +30.3% | +45.7% |
| 3Y | +878.9% | +166.1% | +712.8% | +615.9% |
| 5Y | -28.3% | +170.7% | -199.0% | -48.3% |
| All | +82.7% | +773.6% | -690.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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