+6,475.2%
MCD vs LEN
+11,263.3%
-4,788.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | +7.1% | +2.1% | +5.1% | +6.8% |
| 30D | +19.8% | +16.6% | +3.2% | +17.0% |
| 3M | +0.8% | +5.3% | -4.5% | -0.2% |
| 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% | -1.9% |
| 3Y | +10.5% | -18.7% | +29.2% | +11.4% |
| 5Y | +22.0% | -4.4% | +26.4% | +18.2% |
| 10Y | +216.7% | +152.2% | +64.5% | +158.5% |
| All | +6,475.2% | +11,263.3% | -4,788.1% | +2,459.8% |
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