+405.1%
MP vs LYB
+44.1%
+361.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.1% |
| 7D | -7.4% | +0.3% | -7.6% | -7.5% |
| 30D | -6.7% | +2.5% | -9.1% | -8.0% |
| 3M | -11.7% | +1.4% | -13.0% | -13.2% |
| 6M | -18.9% | -3.5% | -15.4% | -21.0% |
| YTD | 0.0% | +52.0% | -52.0% | -26.1% |
| 1Y | -19.9% | +22.1% | -41.9% | -33.9% |
| 3Y | +133.4% | -22.8% | +156.2% | +159.6% |
| 5Y | +48.1% | -3.4% | +51.4% | +42.0% |
| All | +405.1% | +44.1% | +361.0% | +339.7% |
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