-22.1%
WULF vs MARA
-60.7%
+38.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.6% | -3.6% |
| 7D | -12.8% | -6.5% | -6.3% | -7.8% |
| 30D | -20.9% | -38.5% | +17.6% | +13.0% |
| 3M | -38.0% | -41.5% | +3.5% | -9.7% |
| 6M | -47.5% | -41.9% | -5.6% | -22.9% |
| YTD | +1.8% | -23.5% | +25.3% | +17.5% |
| 1Y | -22.1% | -58.7% | +36.6% | +51.5% |
| All | -22.1% | -60.7% | +38.6% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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