-5.9%
MDB vs LEN
-18.1%
+12.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +3.1% |
| 7D | -11.4% | +2.1% | -13.4% | -11.8% |
| 30D | -13.8% | +16.6% | -30.4% | -16.3% |
| 3M | -15.5% | +5.3% | -20.8% | -16.5% |
| 6M | +17.9% | -0.8% | +18.7% | +17.1% |
| YTD | -25.5% | -11.7% | -13.7% | -24.7% |
| 1Y | -12.1% | -24.6% | +12.5% | -8.2% |
| 3Y | -5.9% | -18.7% | +12.8% | -23.0% |
| All | -5.9% | -18.1% | +12.2% | -23.0% |
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