-39.4%
MARA vs WOLF
+57.5%
-96.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.6% | -8.1% | -3.8% |
| 7D | +6.0% | +9.7% | -3.7% | +3.8% |
| 30D | +0.6% | +12.5% | -11.9% | -3.9% |
| 3M | -18.5% | -57.7% | +39.2% | -5.3% |
| 6M | +21.7% | +37.7% | -15.9% | +0.6% |
| YTD | +25.9% | +62.8% | -36.9% | -0.6% |
| All | -39.4% | +57.5% | -96.9% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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