-38.7%
MARA vs WOLF
+39.8%
-78.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.7% | +3.6% | -2.4% |
| 7D | -1.5% | -6.2% | +4.8% | -0.2% |
| 30D | +18.1% | -16.5% | +34.6% | +22.1% |
| 3M | -9.4% | -42.0% | +32.6% | -1.7% |
| 6M | +33.4% | +51.8% | -18.4% | +7.6% |
| YTD | +27.3% | +44.6% | -17.3% | +3.1% |
| All | -38.7% | +39.8% | -78.6% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling