+41.8%
MP vs LUMN
-37.8%
+79.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -7.4% | +2.5% | -9.9% | -7.7% |
| 30D | -6.7% | +10.3% | -17.0% | -8.1% |
| 3M | -11.7% | -18.3% | +6.6% | -9.3% |
| 6M | -18.9% | +4.4% | -23.2% | -19.6% |
| YTD | 0.0% | -10.7% | +10.7% | +0.1% |
| 1Y | -19.9% | +14.0% | -33.8% | -23.9% |
| 3Y | +133.4% | +406.6% | -273.2% | +42.1% |
| All | +41.8% | -37.8% | +79.6% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 5y: compounded portfolio wealth divided by compounded LUMN 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…
5y analysis · Full analysis span regression · 6 months rolling