+116.3%
MP vs LII
-6.9%
+123.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -5.0% |
| 7D | -19.0% | +0.2% | -19.2% | -19.1% |
| 30D | -30.5% | -4.6% | -25.9% | -29.5% |
| 3M | -29.6% | -21.7% | -7.9% | -23.3% |
| 6M | -50.4% | -32.8% | -17.6% | -43.5% |
| YTD | -33.2% | -27.5% | -5.7% | -27.2% |
| 1Y | -38.6% | -28.0% | -10.6% | -32.8% |
| All | +116.3% | -6.9% | +123.2% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling