+117.2%
MPC vs LEN
-21.9%
+139.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.1% | -15.2% | -6.8% |
| 7D | -10.9% | +10.5% | -21.4% | -9.2% |
| 30D | -9.4% | +24.6% | -34.1% | -6.0% |
| 3M | +26.0% | +6.6% | +19.3% | +28.5% |
| 6M | +56.5% | +10.6% | +45.9% | +59.9% |
| YTD | +144.3% | -8.3% | +152.6% | +152.2% |
| 1Y | +117.2% | -22.5% | +139.8% | +130.4% |
| All | +117.2% | -21.9% | +139.1% | +130.4% |
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