+1,837.5%
MRVL vs WULF
+420.9%
+1,416.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.3% | +4.6% |
| 7D | +13.8% | +15.6% | -1.8% | +12.4% |
| 30D | +12.7% | +5.7% | +6.9% | +12.2% |
| 3M | -11.9% | -32.3% | +20.4% | -9.2% |
| 6M | +153.8% | +23.7% | +130.2% | +151.1% |
| YTD | +177.0% | +49.1% | +127.9% | +168.6% |
| 1Y | +252.3% | +66.3% | +186.0% | +237.0% |
| 3Y | +325.5% | +851.7% | -526.1% | +250.9% |
| 5Y | +290.9% | -30.9% | +321.8% | +220.7% |
| 10Y | +1,954.1% | +86.9% | +1,867.2% | +1,555.3% |
| All | +1,837.5% | +420.9% | +1,416.6% | +1,475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling