+19.9%
MDT vs LEN
-21.9%
+41.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.1% | -0.9% | +4.8% |
| 7D | +10.7% | +10.5% | +0.3% | +8.8% |
| 30D | +19.3% | +24.6% | -5.3% | +15.0% |
| 3M | +22.8% | +6.6% | +16.1% | +21.1% |
| 6M | +36.4% | +10.6% | +25.7% | +33.3% |
| YTD | +12.1% | -8.3% | +20.4% | +11.0% |
| 1Y | +19.9% | -22.5% | +42.4% | +23.0% |
| All | +19.9% | -21.9% | +41.8% | +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 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