+2,853.8%
LEN vs MLM
+2,961.7%
-108.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.8% |
| 7D | -3.2% | -2.9% | -0.3% | -1.4% |
| 30D | -4.9% | -6.8% | +1.9% | -0.4% |
| 3M | -8.5% | -11.2% | +2.7% | -1.5% |
| 6M | -20.7% | -21.8% | +1.2% | -7.4% |
| YTD | -17.4% | -17.0% | -0.4% | -7.6% |
| 1Y | -38.2% | -16.4% | -21.9% | -31.3% |
| 3Y | -24.9% | +14.5% | -39.3% | -32.4% |
| 5Y | -11.4% | +41.7% | -53.2% | -31.6% |
| 10Y | +110.0% | +200.0% | -90.0% | -12.1% |
| All | +2,853.8% | +2,961.7% | -108.0% | +315.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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