-24.7%
WULF vs MTZ
+168.2%
-192.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +0.9% |
| 7D | +1.4% | +1.4% | 0.0% | +0.6% |
| 30D | -2.6% | -14.5% | +11.9% | +10.8% |
| 3M | -34.0% | -32.9% | -1.0% | -10.8% |
| 6M | +10.0% | -20.8% | +30.8% | +31.6% |
| YTD | +45.7% | +10.6% | +35.1% | +32.6% |
| 1Y | +57.3% | +27.1% | +30.3% | +27.1% |
| 3Y | +878.9% | +166.1% | +712.8% | +364.5% |
| All | -24.7% | +168.2% | -192.9% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling