+57.3%
WULF vs MXL
+366.1%
-308.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.5% | -3.8% | +2.4% |
| 7D | +1.4% | +18.9% | -17.5% | -1.7% |
| 30D | -2.6% | +0.3% | -2.9% | -2.7% |
| 3M | -34.0% | -8.0% | -25.9% | -33.7% |
| 6M | +10.0% | +341.2% | -331.3% | -33.6% |
| YTD | +45.7% | +327.8% | -282.1% | -11.3% |
| 1Y | +57.3% | +364.9% | -307.6% | -10.6% |
| All | +57.3% | +366.1% | -308.7% | -10.6% |
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