+150.5%
MP vs LVS
-11.5%
+162.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.7% |
| 7D | +11.0% | -3.9% | +14.9% | +12.3% |
| 30D | -11.7% | +7.1% | -18.8% | -14.1% |
| 3M | -30.8% | -13.2% | -17.6% | -27.6% |
| 6M | -42.9% | -22.8% | -20.1% | -37.9% |
| YTD | -25.9% | -38.0% | +12.1% | -13.9% |
| 1Y | -37.3% | -39.5% | +2.2% | -26.7% |
| All | +150.5% | -11.5% | +162.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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