+74.7%
MRK vs WULF
+60.2%
+14.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -0.5% |
| 7D | -4.3% | +1.4% | -5.7% | -4.2% |
| 30D | +8.3% | -2.6% | +10.9% | +8.3% |
| 3M | +20.0% | -34.0% | +54.0% | +19.4% |
| 6M | +25.7% | +10.0% | +15.7% | +26.1% |
| YTD | +38.7% | +45.7% | -7.0% | +40.4% |
| 1Y | +74.7% | +57.3% | +17.4% | +74.6% |
| All | +74.7% | +60.2% | +14.5% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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