+25.9%
LMT vs MPC
+122.9%
-97.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.1% | +1.2% | -6.3% |
| 7D | -5.5% | -10.9% | +5.4% | -4.9% |
| 30D | +17.5% | -9.4% | +26.9% | +18.2% |
| 3M | +1.6% | +26.0% | -24.4% | +1.1% |
| 6M | +16.3% | +56.5% | -40.2% | +14.6% |
| YTD | +25.3% | +144.3% | -119.0% | +19.5% |
| 1Y | +25.9% | +117.2% | -91.4% | +19.5% |
| All | +25.9% | +122.9% | -97.0% | +19.5% |
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