+878.9%
WULF vs MRSH
-4.9%
+883.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.6% |
| 7D | +1.4% | -4.8% | +6.1% | -0.6% |
| 30D | -2.6% | -6.3% | +3.7% | -5.0% |
| 3M | -34.0% | +5.8% | -39.8% | -32.7% |
| 6M | +10.0% | +2.8% | +7.2% | +12.3% |
| YTD | +45.7% | -3.1% | +48.8% | +48.2% |
| 1Y | +57.3% | -11.3% | +68.6% | +64.6% |
| 3Y | +878.9% | -5.0% | +883.9% | +980.6% |
| All | +878.9% | -4.9% | +883.8% | +980.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling