+202.1%
LMT vs MPC
+1,165.8%
-963.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +2.9% |
| 7D | -8.5% | -9.4% | +0.9% | -6.8% |
| 30D | +15.4% | -14.3% | +29.7% | +18.7% |
| 3M | +0.7% | +31.1% | -30.4% | -4.6% |
| 6M | +17.6% | +60.3% | -42.7% | +6.9% |
| YTD | +23.8% | +142.5% | -118.7% | +3.2% |
| 1Y | +31.6% | +104.6% | -72.9% | +13.3% |
| 3Y | +44.0% | +191.7% | -147.7% | +12.7% |
| 5Y | +98.8% | +549.2% | -450.4% | +28.1% |
| 10Y | +202.1% | +1,106.2% | -904.1% | +62.8% |
| All | +202.1% | +1,165.8% | -963.6% | +62.8% |
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