+188.9%
LMT vs MPC
+1,138.6%
-949.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.6% |
| 7D | -1.5% | +3.9% | -5.4% | -2.2% |
| 30D | -8.2% | +33.8% | -42.0% | -13.2% |
| 3M | +3.7% | +49.9% | -46.1% | -4.2% |
| 6M | -19.2% | +80.9% | -100.1% | -28.3% |
| YTD | +12.9% | +147.4% | -134.6% | -6.1% |
| 1Y | +19.8% | +123.2% | -103.4% | +1.4% |
| 3Y | +37.3% | +171.7% | -134.5% | +9.3% |
| 5Y | +74.4% | +678.6% | -604.2% | +8.1% |
| 10Y | +188.9% | +1,134.0% | -945.1% | +47.9% |
| All | +188.9% | +1,138.6% | -949.7% | +47.9% |
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