+199.8%
MPC vs LEN
-25.9%
+225.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | -5.8% | +17.0% | +11.7% |
| 30D | -14.5% | +13.7% | -28.2% | -15.7% |
| 3M | +16.7% | -3.9% | +20.5% | +17.0% |
| 6M | +67.6% | -0.4% | +67.9% | +66.0% |
| YTD | +157.9% | -16.8% | +174.8% | +163.3% |
| 1Y | +116.7% | -29.5% | +146.2% | +130.0% |
| 3Y | +199.8% | -25.6% | +225.3% | +200.0% |
| All | +199.8% | -25.9% | +225.6% | +200.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling