+129.4%
LITE vs MPC
+105.0%
+24.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.1% | +9.7% |
| 7D | -12.9% | -9.4% | -3.5% | -11.5% |
| 30D | -46.0% | -14.3% | -31.7% | -44.9% |
| 3M | -33.0% | +31.1% | -64.1% | -34.3% |
| 6M | -34.0% | +60.3% | -94.3% | -36.3% |
| YTD | +61.7% | +142.5% | -80.8% | +51.4% |
| All | +129.4% | +105.0% | +24.4% | +176.4% |
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