+287.6%
MP vs LEN
+58.1%
+229.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | -5.8% | +15.2% | +12.3% |
| 30D | -3.0% | +13.7% | -16.7% | -9.2% |
| 3M | -30.4% | -3.9% | -26.5% | -30.0% |
| 6M | -39.2% | -0.4% | -38.8% | -40.5% |
| YTD | -23.3% | -16.8% | -6.4% | -19.6% |
| 1Y | -32.6% | -29.5% | -3.1% | -24.6% |
| 3Y | +159.3% | -25.6% | +184.9% | +170.6% |
| 5Y | -16.4% | -13.2% | -3.2% | -23.6% |
| All | +287.6% | +58.1% | +229.5% | +192.8% |
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