+210.8%
MGY vs LEN
+78.7%
+132.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.2% |
| 7D | +1.5% | -3.4% | +4.9% | +2.4% |
| 30D | +6.8% | -5.7% | +12.5% | +8.3% |
| 3M | +2.6% | -12.2% | +14.8% | +5.3% |
| 6M | -3.1% | -18.3% | +15.2% | +0.7% |
| YTD | +29.4% | -20.2% | +49.6% | +34.7% |
| 1Y | +22.3% | -40.1% | +62.4% | +38.3% |
| 3Y | +26.6% | -26.2% | +52.8% | +29.9% |
| 5Y | +92.1% | -9.8% | +101.9% | +78.8% |
| All | +210.8% | +78.7% | +132.2% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling