+1,321.8%
LITE vs MPC
+1,111.6%
+210.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.9% | -14.8% | -17.4% |
| 7D | -44.6% | -12.8% | -31.8% | -41.9% |
| 30D | -55.0% | -12.7% | -42.3% | -53.1% |
| 3M | -38.3% | +27.1% | -65.4% | -43.1% |
| 6M | -48.8% | +45.8% | -94.5% | -54.8% |
| YTD | +38.3% | +134.7% | -96.4% | +3.3% |
| 1Y | +119.0% | +106.0% | +12.9% | +71.0% |
| 3Y | +1,092.0% | +165.5% | +926.5% | +745.2% |
| 5Y | +446.1% | +540.9% | -94.8% | +187.2% |
| All | +1,321.8% | +1,111.6% | +210.2% | +596.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling