+267.3%
MP vs LEN
+63.3%
+204.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +2.3% | -6.4% | +8.6% | +5.1% |
| 30D | -15.3% | +15.6% | -30.9% | -21.2% |
| 3M | -33.5% | -0.8% | -32.8% | -34.1% |
| 6M | -45.5% | +0.4% | -45.9% | -46.8% |
| YTD | -27.3% | -14.1% | -13.2% | -24.8% |
| 1Y | -40.7% | -29.6% | -11.1% | -33.4% |
| 3Y | +145.9% | -23.1% | +169.0% | +153.3% |
| 5Y | -13.9% | -8.9% | -5.0% | -22.8% |
| All | +267.3% | +63.3% | +204.0% | +173.8% |
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