+32.8%
MXL vs LEN
-13.7%
+46.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -1.4% |
| 7D | +16.6% | -7.8% | +24.4% | +20.9% |
| 30D | +0.5% | -11.0% | +11.5% | +5.6% |
| 3M | -3.6% | -12.8% | +9.2% | +1.0% |
| 6M | +328.0% | -20.2% | +348.2% | +366.7% |
| YTD | +297.8% | -23.0% | +320.8% | +337.7% |
| 1Y | +339.4% | -41.8% | +381.2% | +456.0% |
| 3Y | +201.7% | -28.8% | +230.5% | +196.7% |
| 5Y | +32.8% | -12.6% | +45.4% | +6.2% |
| All | +32.8% | -13.7% | +46.4% | +6.2% |
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