+453.7%
MP vs LYV
+266.2%
+187.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.4% |
| 7D | +3.0% | -3.8% | +6.8% | +5.0% |
| 30D | +8.3% | -5.7% | +14.0% | +11.5% |
| 3M | -3.8% | +6.9% | -10.7% | -7.6% |
| 6M | -4.9% | +9.2% | -14.1% | -9.5% |
| YTD | +9.6% | +19.6% | -10.0% | -0.9% |
| 1Y | -11.7% | +0.6% | -12.3% | -13.7% |
| 3Y | +158.5% | +110.6% | +47.9% | +67.9% |
| 5Y | +68.9% | +96.6% | -27.7% | +11.5% |
| All | +453.7% | +266.2% | +187.5% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling