+18.4%
MARA vs LEN
-26.2%
+44.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +13.8% | -3.4% | +17.2% | +16.1% |
| 30D | +24.7% | -5.7% | +30.3% | +28.4% |
| 3M | -10.4% | -12.2% | +1.8% | -4.3% |
| 6M | +37.6% | -18.3% | +55.9% | +53.7% |
| YTD | +32.7% | -20.2% | +52.9% | +46.1% |
| 1Y | -25.2% | -40.1% | +14.9% | 0.0% |
| All | +18.4% | -26.2% | +44.6% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling