+405.1%
WULF vs MAR
+2,460.4%
-2,055.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | +15.6% | -0.5% | +16.1% | +15.7% |
| 30D | +5.7% | -4.7% | +10.4% | +6.6% |
| 3M | -32.3% | -15.6% | -16.7% | -30.3% |
| 6M | +23.7% | +1.2% | +22.5% | +23.3% |
| YTD | +49.1% | +7.5% | +41.6% | +46.9% |
| 1Y | +66.3% | +26.6% | +39.7% | +58.5% |
| 3Y | +851.7% | +66.0% | +785.7% | +786.2% |
| 5Y | -30.9% | +154.1% | -185.0% | -38.3% |
| 10Y | +86.9% | +441.9% | -354.9% | +55.1% |
| All | +405.1% | +2,460.4% | -2,055.4% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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