+57.4%
MDT vs LEN
-25.9%
+83.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +1.0% | -5.8% | +6.8% | +2.1% |
| 30D | +9.2% | +13.7% | -4.6% | +6.8% |
| 3M | +14.5% | -3.9% | +18.4% | +15.0% |
| 6M | +37.3% | -0.4% | +37.7% | +36.7% |
| YTD | +9.8% | -16.8% | +26.7% | +12.1% |
| 1Y | +10.5% | -29.5% | +40.0% | +16.1% |
| 3Y | +57.4% | -25.6% | +83.0% | +68.7% |
| All | +57.4% | -25.9% | +83.3% | +68.7% |
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