+1,563.7%
LITE vs MPC
+181.4%
+1,382.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | +5.4% | -7.0% | -3.4% |
| 30D | +6.7% | +31.0% | -24.3% | -3.6% |
| 3M | -6.8% | +46.0% | -52.8% | -19.0% |
| 6M | +29.4% | +77.3% | -47.9% | +3.6% |
| YTD | +139.1% | +141.9% | -2.8% | +65.6% |
| 1Y | +521.0% | +120.9% | +400.1% | +352.2% |
| All | +1,563.7% | +181.4% | +1,382.3% | +916.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling