+232.7%
LITE vs MPC
+122.9%
+109.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -8.1% | +0.3% | -6.5% |
| 7D | -31.4% | -10.9% | -20.5% | -30.0% |
| 30D | -42.6% | -9.4% | -33.2% | -41.7% |
| 3M | -26.2% | +26.0% | -52.2% | -27.9% |
| 6M | -35.8% | +56.5% | -92.3% | -39.1% |
| YTD | +70.0% | +144.3% | -74.2% | +45.7% |
| 1Y | +232.7% | +117.2% | +115.5% | +240.5% |
| All | +232.7% | +122.9% | +109.8% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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