-18.0%
MDT vs LEN
-10.5%
-7.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.3% | -3.4% | +3.1% | +0.4% |
| 30D | +2.8% | -5.7% | +8.4% | +3.9% |
| 3M | +13.1% | -12.2% | +25.3% | +15.7% |
| 6M | +2.3% | -18.3% | +20.6% | +5.9% |
| YTD | -2.7% | -20.2% | +17.5% | +0.7% |
| 1Y | +0.9% | -40.1% | +40.9% | +10.3% |
| 3Y | +26.8% | -26.2% | +53.0% | +29.3% |
| All | -18.0% | -10.5% | -7.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling