+153.3%
MP vs LEN
-24.6%
+177.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -2.9% | -3.2% | +0.3% | -1.8% |
| 30D | +13.8% | -4.9% | +18.7% | +15.6% |
| 3M | -16.7% | -8.5% | -8.2% | -14.7% |
| 6M | -11.5% | -20.7% | +9.2% | -5.6% |
| YTD | +7.9% | -17.4% | +25.3% | +12.2% |
| 1Y | -15.0% | -38.2% | +23.2% | -3.1% |
| All | +153.3% | -24.6% | +177.9% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling