+878.9%
WULF vs MARA
+13.6%
+865.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | -0.1% |
| 7D | +1.4% | +5.9% | -4.5% | -2.9% |
| 30D | -2.6% | +24.3% | -26.9% | -19.2% |
| 3M | -34.0% | -12.0% | -22.0% | -28.3% |
| 6M | +10.0% | +40.1% | -30.1% | -20.0% |
| YTD | +45.7% | +33.4% | +12.3% | +5.9% |
| 1Y | +57.3% | -23.7% | +81.1% | +71.7% |
| 3Y | +878.9% | +19.0% | +860.0% | +492.6% |
| All | +878.9% | +13.6% | +865.4% | +492.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling