+601.4%
MPC vs LEN
-12.2%
+613.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +2.9% |
| 7D | +9.4% | -8.7% | +18.2% | +10.7% |
| 30D | -13.4% | +11.6% | -25.0% | -15.1% |
| 3M | +18.9% | -1.3% | +20.1% | +18.5% |
| 6M | +64.9% | -1.4% | +66.3% | +63.2% |
| YTD | +156.8% | -16.9% | +173.7% | +161.4% |
| 1Y | +113.2% | -31.2% | +144.3% | +126.2% |
| 3Y | +201.8% | -25.6% | +227.4% | +208.2% |
| 5Y | +601.4% | -13.3% | +614.6% | +550.5% |
| All | +601.4% | -12.2% | +613.6% | +550.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling