+445.3%
MP vs LII
+91.5%
+353.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.9% |
| 7D | -2.9% | -0.7% | -2.1% | -2.6% |
| 30D | +13.8% | -12.6% | +26.4% | +20.9% |
| 3M | -16.7% | -24.4% | +7.7% | -6.9% |
| 6M | -11.5% | -28.7% | +17.2% | +1.3% |
| YTD | +7.9% | -19.1% | +27.1% | +14.9% |
| 1Y | -15.0% | -29.7% | +14.7% | -3.7% |
| 3Y | +153.5% | +4.8% | +148.7% | +119.1% |
| 5Y | +58.7% | +24.6% | +34.1% | +15.1% |
| All | +445.3% | +91.5% | +353.8% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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