+23.7%
WULF vs MTZ
-14.5%
+38.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.2% |
| 7D | +15.6% | +2.3% | +13.3% | +13.5% |
| 30D | +5.7% | -10.3% | +16.0% | +16.5% |
| 3M | -32.3% | -31.8% | -0.5% | -9.4% |
| 6M | +23.7% | -19.2% | +42.9% | +31.2% |
| All | +23.7% | -14.5% | +38.2% | +31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling