+950.0%
LMT vs MPC
+2,977.1%
-2,027.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -6.3% | +5.4% | -11.7% | -7.1% |
| 30D | -8.5% | +31.0% | -39.5% | -12.8% |
| 3M | +1.8% | +46.0% | -44.2% | -5.0% |
| 6M | -19.9% | +77.3% | -97.3% | -28.0% |
| YTD | +10.6% | +141.9% | -131.3% | -6.2% |
| 1Y | +17.9% | +120.9% | -103.0% | +1.4% |
| 3Y | +27.0% | +182.7% | -155.7% | +2.4% |
| 5Y | +68.7% | +646.4% | -577.8% | +11.3% |
| 10Y | +181.1% | +1,138.7% | -957.7% | +55.8% |
| All | +950.0% | +2,977.1% | -2,027.1% | +372.6% |
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