+5,979.9%
MCD vs LEN
+10,533.4%
-4,553.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.8% | -3.2% | +0.4% | -2.4% |
| 30D | -6.0% | -4.9% | -1.1% | -5.4% |
| 3M | -5.6% | -8.5% | +2.9% | -4.6% |
| 6M | -21.9% | -20.7% | -1.2% | -19.5% |
| YTD | -14.7% | -17.4% | +2.7% | -12.9% |
| 1Y | -17.3% | -38.2% | +21.0% | -12.0% |
| 3Y | -2.2% | -24.9% | +22.7% | -0.2% |
| 5Y | +20.3% | -11.4% | +31.7% | +18.0% |
| 10Y | +180.7% | +110.0% | +70.7% | +135.1% |
| All | +5,979.9% | +10,533.4% | -4,553.5% | +2,294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling