+492.6%
MTZ vs LEN
+166.0%
+326.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.2% | +5.4% | +7.4% |
| 7D | -2.4% | +0.6% | -3.1% | -3.4% |
| 30D | -11.1% | +19.4% | -30.5% | -18.0% |
| 3M | -30.6% | +4.5% | -35.1% | -33.1% |
| 6M | -54.4% | +4.9% | -59.3% | -56.4% |
| YTD | -13.0% | -8.9% | -4.1% | -13.2% |
| 1Y | -5.7% | -23.0% | +17.3% | +0.4% |
| 3Y | +297.2% | -16.7% | +313.9% | +291.3% |
| 5Y | +95.9% | -4.5% | +100.3% | +73.7% |
| 10Y | +492.6% | +162.2% | +330.5% | +189.6% |
| All | +492.6% | +166.0% | +326.6% | +189.6% |
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 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