-58.7%
MARA vs LEN
-21.9%
-36.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.1% | -11.1% | -5.0% |
| 7D | -6.5% | +10.5% | -17.0% | -8.6% |
| 30D | -38.5% | +24.6% | -63.1% | -41.8% |
| 3M | -41.5% | +6.6% | -48.2% | -42.3% |
| 6M | -41.9% | +10.6% | -52.6% | -43.4% |
| YTD | -23.5% | -8.3% | -15.2% | -27.3% |
| 1Y | -58.7% | -22.5% | -36.1% | -59.4% |
| All | -58.7% | -21.9% | -36.8% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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