+163.8%
MPC vs LCID
-93.0%
+256.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -1.6% |
| 7D | -16.2% | +8.9% | -25.1% | -16.5% |
| 30D | -15.7% | -15.4% | -0.3% | -15.3% |
| 3M | +24.9% | -52.9% | +77.8% | +28.6% |
| 6M | +52.7% | -46.8% | +99.5% | +55.3% |
| YTD | +131.9% | -68.9% | +200.7% | +142.8% |
| 1Y | +96.6% | -81.7% | +178.3% | +112.0% |
| 3Y | +163.8% | -92.4% | +256.2% | +199.5% |
| All | +163.8% | -93.0% | +256.8% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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