+195.2%
MCD vs LEN
+136.8%
+58.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | -1.6% | -8.7% | +7.2% | +0.5% |
| 30D | +16.0% | +11.6% | +4.5% | +13.0% |
| 3M | 0.0% | -1.3% | +1.2% | -0.2% |
| 6M | +0.9% | -1.4% | +2.4% | +0.4% |
| YTD | -8.7% | -16.9% | +8.2% | -6.1% |
| 1Y | -8.6% | -31.2% | +22.6% | -1.9% |
| 3Y | +9.9% | -25.6% | +35.4% | +12.6% |
| 5Y | +22.6% | -13.3% | +35.9% | +17.5% |
| All | +195.2% | +136.8% | +58.4% | +100.2% |
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