+216.0%
WULF vs MXL
+286.3%
-70.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.7% | -5.1% |
| 7D | -0.6% | +16.6% | -17.2% | -3.9% |
| 30D | -3.6% | +0.5% | -4.1% | -3.9% |
| 3M | -30.4% | -3.6% | -26.8% | -31.2% |
| 6M | +12.5% | +328.0% | -315.6% | -28.3% |
| YTD | +40.5% | +297.8% | -257.3% | -8.9% |
| 1Y | +53.0% | +339.4% | -286.4% | -3.7% |
| 3Y | +796.7% | +201.7% | +594.9% | +489.0% |
| 5Y | -30.9% | +32.8% | -63.6% | -49.8% |
| 10Y | +76.1% | +274.8% | -198.7% | +24.4% |
| All | +216.0% | +286.3% | -70.3% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling