+875.5%
MDB vs LEN
+85.0%
+790.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +3.9% |
| 7D | -11.4% | +2.1% | -13.4% | -12.6% |
| 30D | -13.8% | +16.6% | -30.4% | -19.9% |
| 3M | -15.5% | +5.3% | -20.8% | -18.4% |
| 6M | +17.9% | -0.8% | +18.7% | +15.1% |
| YTD | -25.5% | -11.7% | -13.7% | -24.6% |
| 1Y | -12.1% | -24.6% | +12.5% | -5.3% |
| 3Y | -5.9% | -18.7% | +12.8% | -7.7% |
| 5Y | -43.7% | -4.4% | -39.3% | -49.2% |
| All | +875.5% | +85.0% | +790.4% | +582.1% |
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 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