+159.3%
MP vs LYV
+103.7%
+55.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +9.5% | +1.8% | +7.6% | +8.6% |
| 30D | -3.0% | +5.7% | -8.7% | -5.5% |
| 3M | -30.4% | -4.1% | -26.3% | -29.2% |
| 6M | -39.2% | +5.9% | -45.1% | -41.1% |
| YTD | -23.3% | +25.2% | -48.5% | -31.3% |
| 1Y | -32.6% | +30.4% | -63.1% | -40.8% |
| 3Y | +159.3% | +103.6% | +55.6% | +64.3% |
| All | +159.3% | +103.7% | +55.6% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling