+100.8%
WULF vs MULL
+2,620.5%
-2,519.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.5% | -5.6% |
| 7D | +15.6% | +14.8% | +0.8% | +10.7% |
| 30D | +5.7% | +36.6% | -30.8% | -4.2% |
| 3M | -32.3% | -8.9% | -23.4% | -37.9% |
| 6M | +23.7% | +311.9% | -288.3% | -36.0% |
| YTD | +49.1% | +579.8% | -530.8% | -39.5% |
| 1Y | +66.3% | +2,421.5% | -2,355.2% | -63.6% |
| All | +100.8% | +2,620.5% | -2,519.6% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling