-23.7%
MARA vs LEN
-41.0%
+17.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.1% |
| 7D | +5.9% | -4.8% | +10.7% | +7.4% |
| 30D | +24.3% | -6.6% | +30.8% | +26.5% |
| 3M | -12.0% | -15.7% | +3.7% | -7.2% |
| 6M | +40.1% | -16.6% | +56.8% | +45.0% |
| YTD | +33.4% | -21.3% | +54.8% | +33.9% |
| 1Y | -23.7% | -42.0% | +18.3% | -15.2% |
| All | -23.7% | -41.0% | +17.2% | -15.2% |
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