+1,079.5%
MPC vs LDOS
+248.5%
+831.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.1% |
| 7D | -16.2% | -7.2% | -9.0% | -13.3% |
| 30D | -15.7% | +16.8% | -32.6% | -22.2% |
| 3M | +24.9% | -1.6% | +26.5% | +24.8% |
| 6M | +52.7% | -1.0% | +53.6% | +50.6% |
| YTD | +131.9% | -25.8% | +157.6% | +160.7% |
| 1Y | +96.6% | -31.1% | +127.7% | +130.2% |
| 3Y | +163.8% | +32.8% | +131.0% | +92.5% |
| 5Y | +533.1% | +49.4% | +483.7% | +308.5% |
| All | +1,079.5% | +248.5% | +831.0% | +399.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling