-22.1%
WULF vs MXL
+276.5%
-298.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -11.1% | +4.5% | -4.1% |
| 7D | -12.8% | -24.3% | +11.5% | -7.0% |
| 30D | -20.9% | -46.1% | +25.2% | -9.6% |
| 3M | -38.0% | -21.8% | -16.2% | -34.3% |
| 6M | -47.5% | -27.2% | -20.3% | -44.0% |
| YTD | +1.8% | +226.2% | -224.3% | -42.8% |
| 1Y | -22.1% | +297.0% | -319.0% | -63.2% |
| All | -22.1% | +276.5% | -298.5% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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