+22.7%
MCD vs LEN
-4.6%
+27.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | +7.1% | +2.1% | +5.1% | +6.8% |
| 30D | +19.8% | +16.6% | +3.2% | +16.8% |
| 3M | +0.8% | +5.3% | -4.5% | -0.3% |
| 6M | -1.3% | -0.8% | -0.5% | -1.7% |
| YTD | -7.8% | -11.7% | +4.0% | -6.8% |
| 1Y | -5.0% | -24.6% | +19.6% | -1.6% |
| 3Y | +10.5% | -18.7% | +29.2% | +11.2% |
| All | +22.7% | -4.6% | +27.4% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling