+1,135.3%
MPC vs LEN
+142.4%
+992.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +2.6% | -6.4% | +8.9% | +5.0% |
| 30D | -12.2% | +15.6% | -27.8% | -17.6% |
| 3M | +20.1% | -0.8% | +20.8% | +18.3% |
| 6M | +60.6% | +0.4% | +60.2% | +55.2% |
| YTD | +150.6% | -14.1% | +164.7% | +153.4% |
| 1Y | +104.7% | -29.6% | +134.3% | +124.1% |
| 3Y | +194.5% | -23.1% | +217.6% | +195.1% |
| 5Y | +582.3% | -8.9% | +591.2% | +495.1% |
| 10Y | +1,135.3% | +146.2% | +989.0% | +503.9% |
| All | +1,135.3% | +142.4% | +992.9% | +503.9% |
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