+86.1%
WULF vs MULL
+3,061.6%
-2,975.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.8% | -10.1% | -0.9% |
| 7D | +7.6% | +17.3% | -9.7% | +3.5% |
| 30D | -8.6% | +23.5% | -32.1% | -13.2% |
| 3M | -37.0% | -24.0% | -13.0% | -39.0% |
| 6M | +7.4% | +276.7% | -269.3% | -28.0% |
| YTD | +43.7% | +565.1% | -521.4% | -15.9% |
| 1Y | +86.1% | +2,802.6% | -2,716.5% | -9.7% |
| All | +86.1% | +3,061.6% | -2,975.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling