+82.7%
WULF vs MRSH
+218.8%
-136.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | -4.8% | +6.1% | +2.4% |
| 30D | -2.6% | -6.3% | +3.7% | -1.4% |
| 3M | -34.0% | +5.8% | -39.8% | -35.8% |
| 6M | +10.0% | +2.8% | +7.2% | +7.0% |
| YTD | +45.7% | -3.1% | +48.8% | +43.4% |
| 1Y | +57.3% | -11.3% | +68.6% | +60.4% |
| 3Y | +878.9% | -5.0% | +883.9% | +852.4% |
| 5Y | -28.3% | +19.2% | -47.5% | -36.3% |
| All | +82.7% | +218.8% | -136.2% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling