+119.0%
LITE vs MPC
+107.6%
+11.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.9% | -14.8% | -17.8% |
| 7D | -44.6% | -12.8% | -31.8% | -43.1% |
| 30D | -55.0% | -12.7% | -42.3% | -54.0% |
| 3M | -38.3% | +27.1% | -65.4% | -39.3% |
| 6M | -48.8% | +45.8% | -94.5% | -50.3% |
| YTD | +38.3% | +134.7% | -96.4% | +26.8% |
| 1Y | +119.0% | +106.0% | +12.9% | +136.1% |
| All | +119.0% | +107.6% | +11.4% | +136.1% |
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