+23.0%
MMM vs LEN
-21.9%
+44.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.1% | +2.5% | +7.4% |
| 7D | +12.2% | +10.5% | +1.8% | +9.1% |
| 30D | +18.8% | +24.6% | -5.8% | +11.5% |
| 3M | +7.4% | +6.6% | +0.7% | +5.0% |
| 6M | +38.3% | +10.6% | +27.7% | +33.1% |
| YTD | +22.9% | -8.3% | +31.2% | +24.4% |
| 1Y | +23.0% | -22.5% | +45.5% | +30.4% |
| All | +23.0% | -21.9% | +44.9% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling