-2.3%
MDB vs LEN
-23.0%
+20.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -17.4% | -3.2% | -14.3% | -16.9% |
| 30D | -2.0% | -4.9% | +2.9% | -1.2% |
| 3M | -3.0% | -8.5% | +5.5% | -1.8% |
| 6M | +48.7% | -20.7% | +69.3% | +54.8% |
| YTD | -12.1% | -17.4% | +5.3% | -9.7% |
| 1Y | +14.5% | -38.2% | +52.7% | +26.2% |
| All | -2.3% | -23.0% | +20.7% | -7.8% |
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 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