-43.2%
MP vs LEN
-27.0%
-16.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.4% |
| 7D | -3.6% | +0.7% | -4.3% | -4.0% |
| 30D | -21.0% | +13.0% | -34.0% | -23.6% |
| 3M | -33.3% | +1.9% | -35.2% | -34.2% |
| 6M | -45.9% | -0.7% | -45.2% | -46.5% |
| YTD | -27.8% | -13.8% | -14.0% | -31.0% |
| 1Y | -43.2% | -28.1% | -15.1% | -47.6% |
| All | -43.2% | -27.0% | -16.1% | -47.6% |
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 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