+54.7%
MMM vs LEN
+103.7%
-49.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | -2.6% | -3.4% | +0.8% | -1.7% |
| 30D | -9.3% | -5.7% | -3.6% | -7.9% |
| 3M | +5.6% | -12.2% | +17.8% | +9.0% |
| 6M | +9.5% | -18.3% | +27.7% | +15.0% |
| YTD | +4.1% | -20.2% | +24.3% | +9.8% |
| 1Y | +9.4% | -40.1% | +49.4% | +24.4% |
| 3Y | +101.0% | -26.2% | +127.2% | +111.8% |
| 5Y | +26.1% | -9.8% | +35.9% | +22.9% |
| 10Y | +54.7% | +109.1% | -54.4% | +17.6% |
| All | +54.7% | +103.7% | -49.0% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling