+1,654.8%
WULF vs MTZ
+7,363.6%
-5,708.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.3% | -5.4% |
| 7D | -0.6% | 0.0% | -0.5% | -0.5% |
| 30D | -3.6% | -14.8% | +11.2% | -2.0% |
| 3M | -30.4% | -30.8% | +0.4% | -27.6% |
| 6M | +12.5% | -22.6% | +35.1% | +16.2% |
| YTD | +40.5% | +6.8% | +33.6% | +41.1% |
| 1Y | +53.0% | +22.1% | +30.9% | +52.1% |
| 3Y | +796.7% | +153.1% | +643.6% | +753.5% |
| 5Y | -30.9% | +161.4% | -192.3% | -34.3% |
| 10Y | +76.1% | +723.1% | -647.0% | +62.6% |
| All | +1,654.8% | +7,363.6% | -5,708.8% | +1,361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling