+1,033.6%
LMT vs MPC
+2,849.2%
-1,815.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -11.0% | -16.2% | +5.2% | -8.2% |
| 30D | +13.6% | -15.7% | +29.3% | +16.9% |
| 3M | -2.1% | +24.9% | -27.0% | -6.1% |
| 6M | +11.7% | +52.7% | -41.0% | +3.1% |
| YTD | +19.4% | +131.9% | -112.5% | +1.8% |
| 1Y | +24.1% | +96.6% | -72.6% | +8.9% |
| 3Y | +36.2% | +163.8% | -127.6% | +11.0% |
| 5Y | +90.7% | +533.1% | -442.4% | +29.7% |
| 10Y | +212.5% | +1,118.6% | -906.2% | +73.7% |
| All | +1,033.6% | +2,849.2% | -1,815.7% | +412.9% |
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 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