+205.9%
MCD vs LEN
+142.4%
+63.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -1.9% | -6.4% | +4.4% | -0.5% |
| 30D | +16.6% | +15.6% | +1.0% | +12.6% |
| 3M | +0.9% | -0.8% | +1.7% | +0.7% |
| 6M | +1.5% | +0.4% | +1.1% | +0.5% |
| YTD | -8.3% | -14.1% | +5.8% | -6.4% |
| 1Y | -8.1% | -29.6% | +21.5% | -1.9% |
| 3Y | +10.3% | -23.1% | +33.5% | +12.3% |
| 5Y | +23.4% | -8.9% | +32.3% | +16.8% |
| 10Y | +205.9% | +146.2% | +59.7% | +101.7% |
| All | +205.9% | +142.4% | +63.6% | +101.7% |
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