+1,116.6%
MPC vs LEN
+109.8%
+1,006.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +5.4% | -3.2% | +8.6% | +6.7% |
| 30D | +31.0% | -4.9% | +35.9% | +33.0% |
| 3M | +46.0% | -8.5% | +54.5% | +49.0% |
| 6M | +77.3% | -20.7% | +98.0% | +89.5% |
| YTD | +141.9% | -17.4% | +159.3% | +152.2% |
| 1Y | +120.9% | -38.2% | +159.2% | +158.4% |
| 3Y | +182.7% | -24.9% | +207.6% | +188.5% |
| 5Y | +646.4% | -11.4% | +657.9% | +565.8% |
| All | +1,116.6% | +109.8% | +1,006.8% | +545.3% |
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