-31.8%
MP vs LEN
-25.4%
-6.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.1% | +5.6% |
| 7D | -10.5% | +2.1% | -12.6% | -11.1% |
| 30D | -23.5% | +16.6% | -40.1% | -26.7% |
| 3M | -25.4% | +5.3% | -30.7% | -27.0% |
| 6M | -51.3% | -0.8% | -50.5% | -51.7% |
| YTD | -29.9% | -11.7% | -18.2% | -33.1% |
| 1Y | -31.8% | -24.6% | -7.2% | -35.2% |
| All | -31.8% | -25.4% | -6.5% | -35.2% |
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