+302.4%
MXL vs LEN
+108.0%
+194.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.4% | +6.5% |
| 7D | +18.9% | -4.8% | +23.6% | +21.6% |
| 30D | +0.3% | -6.6% | +6.9% | +3.5% |
| 3M | -8.0% | -15.7% | +7.6% | -1.8% |
| 6M | +341.2% | -16.6% | +357.9% | +372.5% |
| YTD | +327.8% | -21.3% | +349.2% | +367.8% |
| 1Y | +364.9% | -42.0% | +406.9% | +490.5% |
| 3Y | +229.2% | -27.9% | +257.1% | +245.3% |
| 5Y | +42.8% | -10.7% | +53.5% | +30.7% |
| All | +302.4% | +108.0% | +194.4% | +116.7% |
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 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