+287.6%
MP vs LYB
+45.7%
+241.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | +9.5% | +6.1% | +3.4% | +6.4% |
| 30D | -3.0% | +5.3% | -8.3% | -5.7% |
| 3M | -30.4% | +4.3% | -34.7% | -32.5% |
| 6M | -39.2% | -10.8% | -28.4% | -36.8% |
| YTD | -23.3% | +53.8% | -77.0% | -44.0% |
| 1Y | -32.6% | +50.5% | -83.1% | -50.7% |
| 3Y | +159.3% | -16.4% | +175.7% | +171.0% |
| 5Y | -16.4% | -4.8% | -11.6% | -19.8% |
| All | +287.6% | +45.7% | +241.9% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling