+211.3%
MCD vs LEN
+166.0%
+45.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.0% |
| 7D | +5.9% | +0.6% | +5.3% | +5.8% |
| 30D | +19.6% | +19.4% | +0.2% | +14.7% |
| 3M | +3.3% | +4.5% | -1.3% | +1.8% |
| 6M | +3.5% | +4.9% | -1.4% | +1.5% |
| YTD | -6.1% | -8.9% | +2.8% | -5.4% |
| 1Y | -3.7% | -23.0% | +19.3% | +0.7% |
| 3Y | +13.4% | -16.7% | +30.1% | +13.2% |
| 5Y | +25.2% | -4.5% | +29.6% | +17.2% |
| 10Y | +211.3% | +162.2% | +49.1% | +102.1% |
| All | +211.3% | +166.0% | +45.2% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling