+7,285.9%
MCO vs LEN
+4,044.2%
+3,241.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -3.1% | -3.4% | +0.2% | -2.2% |
| 30D | -0.5% | -5.7% | +5.1% | +1.1% |
| 3M | +5.7% | -12.2% | +17.9% | +9.2% |
| 6M | +3.0% | -18.3% | +21.3% | +8.2% |
| YTD | -6.5% | -20.2% | +13.7% | -1.8% |
| 1Y | -5.8% | -40.1% | +34.3% | +7.0% |
| 3Y | +43.1% | -26.2% | +69.3% | +49.7% |
| 5Y | +29.5% | -9.8% | +39.3% | +25.7% |
| 10Y | +388.8% | +109.1% | +279.7% | +250.3% |
| All | +7,285.9% | +4,044.2% | +3,241.7% | +2,546.6% |
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