+190.4%
LMT vs MPC
+1,171.2%
-980.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | +5.1% | +11.2% | -6.1% | +3.0% |
| 30D | +14.1% | -14.5% | +28.6% | +17.4% |
| 3M | +0.3% | +16.7% | -16.4% | -2.8% |
| 6M | +16.1% | +67.6% | -51.5% | +4.6% |
| YTD | +25.5% | +157.9% | -132.5% | +3.3% |
| 1Y | +34.1% | +116.7% | -82.5% | +14.2% |
| 3Y | +45.1% | +199.8% | -154.7% | +13.0% |
| 5Y | +100.9% | +604.4% | -503.5% | +27.4% |
| All | +190.4% | +1,171.2% | -980.8% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling