+1,106.2%
MPC vs LEN
+166.0%
+940.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +3.4% |
| 7D | -9.4% | +0.6% | -10.0% | -9.9% |
| 30D | -14.3% | +19.4% | -33.7% | -20.5% |
| 3M | +31.1% | +4.5% | +26.6% | +26.8% |
| 6M | +60.3% | +4.9% | +55.3% | +52.6% |
| YTD | +142.5% | -8.9% | +151.4% | +140.3% |
| 1Y | +104.6% | -23.0% | +127.5% | +116.6% |
| 3Y | +191.7% | -16.7% | +208.4% | +183.7% |
| 5Y | +549.2% | -4.5% | +553.7% | +458.4% |
| 10Y | +1,106.2% | +162.2% | +944.1% | +482.0% |
| All | +1,106.2% | +166.0% | +940.2% | +482.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling