+180.0%
MCD vs LEN
+99.2%
+80.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.9% |
| 7D | -2.0% | -2.9% | +0.8% | -1.4% |
| 30D | -6.1% | -8.9% | +2.7% | -4.2% |
| 3M | -7.3% | -10.9% | +3.6% | -5.2% |
| 6M | -20.9% | -19.7% | -1.3% | -17.5% |
| YTD | -14.7% | -20.6% | +5.9% | -11.0% |
| 1Y | -16.1% | -42.4% | +26.3% | -6.0% |
| 3Y | -1.5% | -26.5% | +25.0% | +1.4% |
| 5Y | +20.4% | -10.9% | +31.4% | +14.5% |
| 10Y | +180.0% | +100.6% | +79.4% | +93.6% |
| All | +180.0% | +99.2% | +80.8% | +93.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling