+1,079.5%
MPC vs LEN
+148.4%
+931.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.1% |
| 7D | -16.2% | +2.1% | -18.3% | -17.2% |
| 30D | -15.7% | +16.6% | -32.3% | -21.1% |
| 3M | +24.9% | +5.3% | +19.6% | +20.3% |
| 6M | +52.7% | -0.8% | +53.4% | +48.4% |
| YTD | +131.9% | -11.7% | +143.6% | +132.3% |
| 1Y | +96.6% | -24.6% | +121.2% | +109.6% |
| 3Y | +163.8% | -18.7% | +182.5% | +158.4% |
| 5Y | +533.1% | -4.4% | +537.5% | +441.2% |
| All | +1,079.5% | +148.4% | +931.0% | +482.2% |
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