+364.9%
MXL vs LEN
-41.0%
+405.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.4% | +7.1% |
| 7D | +18.9% | -4.8% | +23.6% | +19.8% |
| 30D | +0.3% | -6.6% | +6.9% | +1.4% |
| 3M | -8.0% | -15.7% | +7.6% | -4.3% |
| 6M | +341.2% | -16.6% | +357.9% | +356.2% |
| YTD | +327.8% | -21.3% | +349.2% | +345.8% |
| 1Y | +364.9% | -42.0% | +406.9% | +394.7% |
| All | +364.9% | -41.0% | +405.9% | +394.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling