-90.1%
MARA vs LEN
+238.2%
-328.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.8% | +8.4% | +6.8% |
| 7D | +15.6% | -2.9% | +18.5% | +17.5% |
| 30D | +17.2% | -8.9% | +26.1% | +23.2% |
| 3M | -14.2% | -10.9% | -3.3% | -9.5% |
| 6M | +47.7% | -19.7% | +67.4% | +65.6% |
| YTD | +31.7% | -20.6% | +52.3% | +46.3% |
| 1Y | -22.2% | -42.4% | +20.3% | +3.4% |
| 3Y | +8.4% | -26.5% | +35.0% | +24.3% |
| 5Y | -68.3% | -10.9% | -57.3% | -65.8% |
| 10Y | -74.9% | +100.6% | -175.5% | -80.3% |
| All | -90.1% | +238.2% | -328.3% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling