Can I create a report that shows how many leads (leads that came in, leads that were nurtured, leads that turned into MQL/SQL) for each program were closed business/qtr, opprotunity created/qtr, opprotunity loss/qtr,
Depends on how yor system is setup. You can probably do a lot of this in SFDC. If you have RCE, then yes you certainly can use a Lead Model Performance and a Program Opp report.
If you are using regular Analytics, you might get some of the data from Lead Performance report by Lead Status (or Lifecycle Status) and filter the smart list by Program Membership.
Not sure you can get the last three items easily without RCE or SFDC reports.
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