+62.7%
MP vs LYB
-0.7%
+63.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -0.7% | -3.1% | +2.4% | +0.7% |
| 30D | -0.7% | +4.0% | -4.7% | -2.8% |
| 3M | 0.0% | +2.4% | -2.4% | -2.2% |
| 6M | -10.0% | -1.4% | -8.5% | -13.4% |
| YTD | +7.5% | +53.9% | -46.5% | -21.5% |
| 1Y | -14.0% | +26.1% | -40.1% | -30.4% |
| 3Y | +153.5% | -21.0% | +174.5% | +194.8% |
| 5Y | +62.7% | -0.7% | +63.5% | +54.8% |
| All | +62.7% | -0.7% | +63.4% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling