+445.3%
MP vs LYB
+43.7%
+401.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.3% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | +13.8% | +8.7% | +5.1% | +8.8% |
| 3M | -16.7% | -3.0% | -13.7% | -16.3% |
| 6M | -11.5% | +4.7% | -16.2% | -18.1% |
| YTD | +7.9% | +51.6% | -43.6% | -20.1% |
| 1Y | -15.0% | +24.4% | -39.4% | -30.8% |
| 3Y | +153.5% | -23.5% | +177.0% | +183.5% |
| 5Y | +58.7% | -6.5% | +65.2% | +54.9% |
| All | +445.3% | +43.7% | +401.6% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling