-11.5%
MP vs LII
-29.6%
+18.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | -2.9% | -0.7% | -2.1% | -2.6% |
| 30D | +13.8% | -12.6% | +26.4% | +19.4% |
| 3M | -16.7% | -24.4% | +7.7% | -9.4% |
| 6M | -11.5% | -28.7% | +17.2% | -3.2% |
| All | -11.5% | -29.6% | +18.1% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling