-21.0%
MDLN vs LEN
-30.4%
+9.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.3% | -4.2% |
| 7D | -11.5% | -7.8% | -3.7% | -10.1% |
| 30D | -7.6% | -11.0% | +3.5% | -5.7% |
| 3M | -11.4% | -12.8% | +1.4% | -9.7% |
| 6M | -24.5% | -20.2% | -4.3% | -23.3% |
| YTD | -22.9% | -23.0% | +0.1% | -21.7% |
| All | -21.0% | -30.4% | +9.4% | -20.5% |
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