-14.3%
MTZ vs LEN
-21.9%
+7.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +7.1% | -22.5% | -15.3% |
| 7D | -7.4% | +10.5% | -17.9% | -7.5% |
| 30D | -23.6% | +24.6% | -48.3% | -24.3% |
| 3M | -38.3% | +6.6% | -44.9% | -38.1% |
| 6M | -60.6% | +10.6% | -71.2% | -60.5% |
| YTD | -22.9% | -8.3% | -14.6% | -22.5% |
| 1Y | -14.3% | -22.5% | +8.2% | -11.6% |
| All | -14.3% | -21.9% | +7.6% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling