+380.3%
MCO vs LEN
+108.0%
+272.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.9% |
| 7D | -3.8% | -4.8% | +1.0% | -2.2% |
| 30D | -0.4% | -6.6% | +6.2% | +1.9% |
| 3M | +7.7% | -15.7% | +23.4% | +13.6% |
| 6M | +7.0% | -16.6% | +23.6% | +12.6% |
| YTD | -6.4% | -21.3% | +14.9% | -0.4% |
| 1Y | -7.6% | -42.0% | +34.4% | +9.0% |
| 3Y | +43.2% | -27.9% | +71.1% | +50.6% |
| 5Y | +29.6% | -10.7% | +40.3% | +22.1% |
| All | +380.3% | +108.0% | +272.2% | +210.2% |
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