+50.5%
MP vs LYV
+95.6%
-45.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.5% |
| 7D | -4.6% | -4.2% | -0.4% | -2.5% |
| 30D | -7.1% | -7.2% | +0.1% | -3.5% |
| 3M | -4.0% | +1.5% | -5.5% | -5.3% |
| 6M | -16.7% | +2.7% | -19.4% | -18.3% |
| YTD | +1.6% | +19.4% | -17.8% | -8.4% |
| 1Y | -17.8% | -0.5% | -17.3% | -19.1% |
| 3Y | +139.6% | +110.1% | +29.5% | +51.7% |
| 5Y | +50.5% | +97.6% | -47.1% | +2.0% |
| All | +50.5% | +95.6% | -45.2% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling