-68.0%
MARA vs LEN
-13.7%
-54.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -1.0% |
| 7D | -1.5% | -7.8% | +6.3% | +5.6% |
| 30D | +18.1% | -11.0% | +29.1% | +30.0% |
| 3M | -9.4% | -12.8% | +3.4% | -0.4% |
| 6M | +33.4% | -20.2% | +53.6% | +59.2% |
| YTD | +27.3% | -23.0% | +50.3% | +51.2% |
| 1Y | -27.9% | -41.8% | +13.9% | +10.9% |
| 3Y | +4.8% | -28.8% | +33.6% | +13.5% |
| 5Y | -68.0% | -12.6% | -55.4% | -71.0% |
| All | -68.0% | -13.7% | -54.4% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling