+86.1%
WULF vs MARA
-28.1%
+114.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +3.4% |
| 7D | +7.6% | +6.0% | +1.6% | +3.4% |
| 30D | -8.6% | +0.6% | -9.3% | -10.0% |
| 3M | -37.0% | -18.5% | -18.4% | -28.6% |
| 6M | +7.4% | +21.7% | -14.3% | -6.8% |
| YTD | +43.7% | +25.9% | +17.7% | +19.3% |
| 1Y | +86.1% | -25.1% | +111.3% | +112.5% |
| All | +86.1% | -28.1% | +114.2% | +112.5% |
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