-22.1%
WULF vs MRSH
+20.0%
-42.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.3% | -9.9% | -2.6% |
| 7D | -12.8% | +9.4% | -22.2% | -2.1% |
| 30D | -20.9% | +23.4% | -44.3% | +2.4% |
| 3M | -38.0% | +9.9% | -47.9% | -29.1% |
| 6M | -47.5% | +26.0% | -73.5% | -28.8% |
| YTD | +1.8% | +15.2% | -13.4% | +24.2% |
| 1Y | -22.1% | +18.4% | -40.5% | +0.4% |
| All | -22.1% | +20.0% | -42.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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