-74.1%
MARA vs LEN
+108.0%
-182.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +3.2% |
| 7D | +5.9% | -4.8% | +10.7% | +9.6% |
| 30D | +24.3% | -6.6% | +30.8% | +29.8% |
| 3M | -12.0% | -15.7% | +3.7% | -2.4% |
| 6M | +40.1% | -16.6% | +56.8% | +57.1% |
| YTD | +33.4% | -21.3% | +54.8% | +52.3% |
| 1Y | -23.7% | -42.0% | +18.3% | +7.8% |
| 3Y | +19.0% | -27.9% | +46.9% | +39.3% |
| 5Y | -66.5% | -10.7% | -55.8% | -64.8% |
| All | -74.1% | +108.0% | -182.1% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling