+3,134.4%
MTZ vs LEN
+10,533.4%
-7,399.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -1.6% | -3.2% | +1.6% | -0.6% |
| 30D | -11.1% | -4.9% | -6.2% | -9.7% |
| 3M | -36.7% | -8.5% | -28.2% | -35.2% |
| 6M | -21.9% | -20.7% | -1.3% | -16.5% |
| YTD | +9.1% | -17.4% | +26.5% | +14.2% |
| 1Y | +30.0% | -38.2% | +68.2% | +48.6% |
| 3Y | +138.5% | -24.9% | +163.3% | +149.1% |
| 5Y | +158.3% | -11.4% | +169.8% | +148.9% |
| 10Y | +700.8% | +110.0% | +590.7% | +452.8% |
| All | +3,134.4% | +10,533.4% | -7,399.0% | +606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling