+153.8%
MRVL vs WULF
+26.4%
+127.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.3% | +6.6% |
| 7D | +13.8% | +15.6% | -1.8% | +3.6% |
| 30D | +12.7% | +5.7% | +6.9% | +8.0% |
| 3M | -11.9% | -32.3% | +20.4% | +8.4% |
| 6M | +153.8% | +23.7% | +130.2% | +141.0% |
| All | +153.8% | +26.4% | +127.4% | +141.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling