-34.6%
MP vs LYV
+25.0%
-59.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.5% | -6.0% |
| 7D | -12.5% | +6.2% | -18.7% | -14.6% |
| 30D | -23.3% | +7.3% | -30.7% | -25.5% |
| 3M | -24.4% | -0.3% | -24.1% | -24.4% |
| 6M | -45.8% | +16.2% | -62.0% | -49.2% |
| YTD | -28.9% | +28.5% | -57.5% | -35.1% |
| 1Y | -34.6% | +21.5% | -56.1% | -40.5% |
| All | -34.6% | +25.0% | -59.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling