+37.0%
MDT vs LEN
+108.0%
-71.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | -3.4% | -4.8% | +1.4% | -2.3% |
| 30D | +0.2% | -6.6% | +6.8% | +1.8% |
| 3M | +14.3% | -15.7% | +29.9% | +18.6% |
| 6M | +4.0% | -16.6% | +20.6% | +7.9% |
| YTD | -3.7% | -21.3% | +17.7% | +0.8% |
| 1Y | -0.4% | -42.0% | +41.7% | +11.9% |
| 3Y | +23.3% | -27.9% | +51.2% | +27.8% |
| 5Y | -18.9% | -10.7% | -8.2% | -22.6% |
| All | +37.0% | +108.0% | -71.0% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling