+82.7%
MRVL vs WULF
-22.8%
+105.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.6% | -0.5% | -4.4% |
| 7D | -36.5% | -12.8% | -23.7% | -32.8% |
| 30D | -41.1% | -20.9% | -20.2% | -35.6% |
| 3M | -26.9% | -38.0% | +11.2% | -13.3% |
| 6M | -2.3% | -47.5% | +45.2% | +23.5% |
| YTD | +88.4% | +1.8% | +86.5% | +106.3% |
| 1Y | +82.7% | -22.1% | +104.8% | +109.2% |
| All | +82.7% | -22.8% | +105.6% | +109.2% |
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