It is Mr. Kanfer's opinion that Groucho never really recovered from being ''pushed out of the nest before he was ready'' and that as a result he would internalize his lost childhood, remaining forever ''immature in matters of women, money and power.''

Although the young Julius harbored dreams of becoming a doctor, he was pulled out of school by his domineering mother, Minnie, who made no secret of her impatience with her bookish middle son. By age 15 he was part of a touring vaudeville act and left whatever remaining innocence he had on the road. He had his meager savings stolen twice by unscrupulous colleagues and lost his virginity to a prostitute who left him with a case of gonorrhea, incidents that would leave the teenager with a deep suspicion of people and an even deeper pessimism.

As Groucho's trademark persona evolved, Mr. Kanfer writes, the comic had increasing ''difficulty separating the performer and the man beneath the makeup.'' Though he left womanizing to his older brother Chico -- Groucho was too insecure, too guarded to act the part of the leering ladies man he affected onstage -- he relentlessly bullied his wives, taking advantage of their vulnerabilities the same way his mother had once taken advantage of his. The ''hard clown mask he had created'' rarely slipped, even when he was dealing with his beloved but misunderstood children. He was ''incapable of expressing emotion, no matter how deep,'' Mr. Kanfer writes, ''unless he came at it from an angle.''

As Mr. Kanfer tells it, one of the formative experiences in Groucho's life came with the onset of the Depression. While the stock market crash of 1929, which wiped out the comic's carefully hoarded savings, confirmed his apprehensive outlook on the world, it also galvanized a skeptical, anti-establishment attitude on the part of the American public. Henceforth ''such sweet, soft-edged comedians as Harold Lloyd and Buster Keaton would have a harder time in this era; aggressive, impertinent personalities like W. C. Fields, Mae West, and the Marx Brothers -- Groucho in particular -- would flourish by assaulting the powerful.''

Early Paramount movies like ''Animal Crackers'' (1930), ''Monkey Business'' (1931) and ''Horse Feathers'' (1932) served notice that the brothers' sublime blend of nonsense and chaos theory worked as well on screen as it had on the stage. Their 1933 classic, the glorious ''Duck Soup,'' fared poorly at the box office, however, and when the brothers moved to MGM, the studio's chief, Irving Thalberg, set down a new set of rules. The horseplay in the earlier pictures had been too unfettered, the ad libs too ad hoc, Thalberg declared; to broaden the brothers' appeal, more story line and more sentiment would be injected. While the result was undeniably a hit, ''A Night at the Opera'' -- and the increasingly mediocre movies that followed in its wake -- presented a newly domesticated version of the brothers.