+2,812.9%
MMM vs LEN
+10,533.4%
-7,720.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -3.3% | -3.2% | -0.1% | -2.8% |
| 30D | -7.0% | -4.9% | -2.1% | -6.3% |
| 3M | +10.8% | -8.5% | +19.3% | +12.4% |
| 6M | +5.8% | -20.7% | +26.4% | +9.9% |
| YTD | +6.8% | -17.4% | +24.2% | +10.0% |
| 1Y | +10.4% | -38.2% | +48.6% | +19.5% |
| 3Y | +104.7% | -24.9% | +129.6% | +111.9% |
| 5Y | +23.6% | -11.4% | +35.0% | +22.7% |
| 10Y | +54.1% | +110.0% | -55.9% | +26.7% |
| All | +2,812.9% | +10,533.4% | -7,720.5% | +1,264.1% |
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