+150.9%
MP vs LYV
+109.2%
+41.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.8% |
| 7D | -0.7% | -5.3% | +4.6% | +1.7% |
| 30D | -0.7% | -7.9% | +7.3% | +3.0% |
| 3M | 0.0% | +4.5% | -4.5% | -2.6% |
| 6M | -10.0% | +2.5% | -12.5% | -11.6% |
| YTD | +7.5% | +19.3% | -11.8% | -1.8% |
| 1Y | -14.0% | -0.2% | -13.8% | -14.8% |
| All | +150.9% | +109.2% | +41.7% | +55.5% |
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 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