-11.2%
MDB vs LEN
-27.0%
+15.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +1.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -14.0% | +13.0% | -27.0% | -14.7% |
| 3M | -20.3% | +1.9% | -22.2% | -20.6% |
| 6M | +10.9% | -0.7% | +11.6% | +10.3% |
| YTD | -20.9% | -13.8% | -7.1% | -20.6% |
| 1Y | -11.2% | -28.1% | +16.9% | -9.1% |
| All | -11.2% | -27.0% | +15.8% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling