+3,586.8%
LITE vs MPC
+864.9%
+2,721.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -8.1% | +0.3% | -5.6% |
| 7D | -31.4% | -10.9% | -20.5% | -29.0% |
| 30D | -42.6% | -9.4% | -33.2% | -41.1% |
| 3M | -26.2% | +26.0% | -52.2% | -31.4% |
| 6M | -35.8% | +56.5% | -92.3% | -44.0% |
| YTD | +70.0% | +144.3% | -74.2% | +29.0% |
| 1Y | +232.7% | +117.2% | +115.5% | +161.9% |
| 3Y | +1,365.7% | +176.3% | +1,189.4% | +963.3% |
| 5Y | +609.5% | +590.5% | +19.0% | +293.3% |
| 10Y | +1,721.9% | +1,183.8% | +538.1% | +754.3% |
| All | +3,586.8% | +864.9% | +2,721.8% | +1,463.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling