+74.8%
MTZ vs LEN
-4.6%
+79.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.1% | +12.6% | +10.3% |
| 7D | -6.4% | +2.1% | -8.5% | -7.4% |
| 30D | -22.1% | +16.6% | -38.6% | -26.0% |
| 3M | -32.7% | +5.3% | -38.0% | -34.5% |
| 6M | -59.8% | -0.8% | -59.1% | -60.4% |
| YTD | -19.9% | -11.7% | -8.2% | -19.0% |
| 1Y | -11.5% | -24.6% | +13.1% | -6.0% |
| 3Y | +258.1% | -18.7% | +276.8% | +255.2% |
| All | +74.8% | -4.6% | +79.4% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling