+254.1%
MP vs LEN
+67.8%
+186.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.1% | +6.3% |
| 7D | -10.5% | +2.1% | -12.6% | -11.8% |
| 30D | -23.5% | +16.6% | -40.1% | -29.1% |
| 3M | -25.4% | +5.3% | -30.7% | -28.0% |
| 6M | -51.3% | -0.8% | -50.5% | -52.1% |
| YTD | -29.9% | -11.7% | -18.2% | -28.4% |
| 1Y | -31.8% | -24.6% | -7.2% | -25.8% |
| 3Y | +127.0% | -18.7% | +145.7% | +127.5% |
| 5Y | -3.3% | -4.4% | +1.1% | -14.9% |
| All | +254.1% | +67.8% | +186.3% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling