+323.1%
MRVL vs WULF
+830.0%
-506.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.3% |
| 7D | +5.6% | +1.4% | +4.2% | +5.2% |
| 30D | +8.8% | -2.6% | +11.4% | +9.2% |
| 3M | -15.9% | -34.0% | +18.1% | -9.3% |
| 6M | +161.3% | +10.0% | +151.3% | +159.7% |
| YTD | +178.2% | +45.7% | +132.5% | +159.5% |
| 1Y | +255.3% | +57.3% | +198.0% | +221.1% |
| 3Y | +323.1% | +878.9% | -555.8% | +202.0% |
| All | +323.1% | +830.0% | -506.9% | +202.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling