+259.1%
MP vs LII
+76.6%
+182.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.6% | -8.7% | -6.7% |
| 7D | -12.5% | +7.9% | -20.5% | -15.7% |
| 30D | -23.3% | -0.6% | -22.7% | -23.6% |
| 3M | -24.4% | -19.3% | -5.0% | -17.1% |
| 6M | -45.8% | -29.8% | -15.9% | -37.7% |
| YTD | -28.9% | -25.4% | -3.5% | -21.9% |
| 1Y | -34.6% | -26.2% | -8.4% | -27.8% |
| 3Y | +118.7% | -4.5% | +123.2% | +97.3% |
| 5Y | -3.1% | +26.7% | -29.7% | -30.0% |
| All | +259.1% | +76.6% | +182.5% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling