+1,103.8%
LITE vs MPC
+163.4%
+940.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.9% | -14.8% | -17.2% |
| 7D | -44.6% | -12.8% | -31.8% | -41.5% |
| 30D | -55.0% | -12.7% | -42.3% | -52.8% |
| 3M | -38.3% | +27.1% | -65.4% | -43.9% |
| 6M | -48.8% | +45.8% | -94.5% | -55.9% |
| YTD | +38.3% | +134.7% | -96.4% | -4.8% |
| 1Y | +119.0% | +106.0% | +12.9% | +61.7% |
| All | +1,103.8% | +163.4% | +940.5% | +624.0% |
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