+444.4%
MTZ vs LEN
+142.4%
+302.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +12.9% | -6.4% | +19.2% | +15.6% |
| 30D | -8.5% | +15.6% | -24.2% | -14.7% |
| 3M | -30.6% | -0.8% | -29.9% | -31.8% |
| 6M | -55.1% | +0.4% | -55.5% | -56.4% |
| YTD | -13.0% | -14.1% | +1.2% | -11.2% |
| 1Y | -4.3% | -29.6% | +25.4% | +5.6% |
| 3Y | +284.0% | -23.1% | +307.2% | +290.4% |
| 5Y | +97.7% | -8.9% | +106.5% | +78.2% |
| 10Y | +444.4% | +146.2% | +298.2% | +169.4% |
| All | +444.4% | +142.4% | +302.1% | +169.4% |
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