+2,968.0%
MPC vs LEN
+478.2%
+2,489.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.1% |
| 7D | -16.2% | +2.1% | -18.3% | -17.3% |
| 30D | -15.7% | +16.6% | -32.3% | -21.3% |
| 3M | +24.9% | +5.3% | +19.6% | +20.1% |
| 6M | +52.7% | -0.8% | +53.4% | +48.1% |
| YTD | +131.9% | -11.7% | +143.6% | +131.9% |
| 1Y | +96.6% | -24.6% | +121.2% | +109.0% |
| 3Y | +163.8% | -18.7% | +182.5% | +159.3% |
| 5Y | +533.1% | -4.4% | +537.5% | +446.6% |
| 10Y | +1,118.6% | +152.2% | +966.5% | +508.4% |
| All | +2,968.0% | +478.2% | +2,489.8% | +804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling