+40.9%
MCO vs LEN
-28.8%
+69.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.7% |
| 7D | -7.3% | -7.8% | +0.4% | -5.6% |
| 30D | -1.7% | -11.0% | +9.3% | +0.9% |
| 3M | +3.9% | -12.8% | +16.7% | +6.8% |
| 6M | +3.8% | -20.2% | +24.0% | +8.6% |
| YTD | -7.9% | -23.0% | +15.1% | -3.8% |
| 1Y | -6.8% | -41.8% | +35.0% | +5.0% |
| All | +40.9% | -28.8% | +69.8% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling