-13.9%
MP vs LYB
-5.4%
-8.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | -0.6% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | -15.3% | +5.3% | -20.6% | -17.6% |
| 3M | -33.5% | -1.2% | -32.3% | -33.9% |
| 6M | -45.5% | -13.1% | -32.4% | -42.8% |
| YTD | -27.3% | +49.3% | -76.6% | -46.3% |
| 1Y | -40.7% | +51.8% | -92.5% | -57.2% |
| 3Y | +145.9% | -18.9% | +164.7% | +174.6% |
| 5Y | -13.9% | -6.9% | -7.0% | -13.5% |
| All | -13.9% | -5.4% | -8.5% | -13.5% |
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