+168.3%
MTZ vs LEN
-25.9%
+194.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.6% | +4.7% |
| 7D | +3.6% | -2.9% | +6.4% | +4.2% |
| 30D | -9.6% | -8.9% | -0.8% | -7.8% |
| 3M | -31.9% | -10.9% | -21.0% | -30.3% |
| 6M | -13.8% | -19.7% | +5.9% | -9.7% |
| YTD | +13.3% | -20.6% | +33.8% | +17.9% |
| 1Y | +39.3% | -42.4% | +81.7% | +58.9% |
| 3Y | +168.3% | -26.5% | +194.9% | +174.1% |
| All | +168.3% | -25.9% | +194.3% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling