+89.0%
MGY vs LEN
-11.2%
+100.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | +3.5% | -4.8% | +8.3% | +4.4% |
| 30D | +5.3% | -6.6% | +11.8% | +6.4% |
| 3M | +2.6% | -15.7% | +18.3% | +5.4% |
| 6M | -3.3% | -16.6% | +13.4% | -0.9% |
| YTD | +29.2% | -21.3% | +50.6% | +33.6% |
| 1Y | +18.0% | -42.0% | +60.1% | +31.4% |
| 3Y | +30.0% | -27.9% | +57.9% | +32.7% |
| All | +89.0% | -11.2% | +100.2% | +83.7% |
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 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