+82.7%
WULF vs MXL
+313.4%
-230.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.5% | -3.8% | +1.5% |
| 7D | +1.4% | +18.9% | -17.5% | -3.7% |
| 30D | -2.6% | +0.3% | -2.9% | -3.0% |
| 3M | -34.0% | -8.0% | -25.9% | -34.6% |
| 6M | +10.0% | +341.2% | -331.3% | -43.6% |
| YTD | +45.7% | +327.8% | -282.1% | -24.6% |
| 1Y | +57.3% | +364.9% | -307.6% | -21.9% |
| 3Y | +878.9% | +229.2% | +649.7% | +408.5% |
| 5Y | -28.3% | +42.8% | -71.1% | -55.4% |
| All | +82.7% | +313.4% | -230.7% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling