+82.7%
WULF vs MARA
-74.3%
+156.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | +2.8% |
| 7D | +1.4% | +5.9% | -4.5% | +0.4% |
| 30D | -2.6% | +24.3% | -26.9% | -6.4% |
| 3M | -34.0% | -12.0% | -22.0% | -32.0% |
| 6M | +10.0% | +40.1% | -30.1% | +4.3% |
| YTD | +45.7% | +33.4% | +12.3% | +39.6% |
| 1Y | +57.3% | -23.7% | +81.1% | +66.4% |
| 3Y | +878.9% | +19.0% | +860.0% | +966.5% |
| 5Y | -28.3% | -66.5% | +38.2% | -18.3% |
| All | +82.7% | -74.3% | +156.9% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling