-62.5%
MARA vs WOLF
+37.9%
-100.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -1.2% |
| 7D | +10.1% | +4.4% | +5.7% | +8.9% |
| 30D | -15.1% | +1.0% | -16.1% | -15.3% |
| 3M | -24.1% | -21.2% | -2.9% | -20.8% |
| 6M | -45.2% | -60.3% | +15.2% | -36.6% |
| YTD | -22.2% | +42.6% | -64.8% | -37.0% |
| 1Y | -45.3% | +36.5% | -81.8% | -55.6% |
| All | -62.5% | +37.9% | -100.5% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling