+106.0%
MPC vs LDOS
-31.3%
+137.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -12.8% | -3.7% | -9.1% | -12.5% |
| 30D | -12.7% | +16.4% | -29.1% | -14.2% |
| 3M | +27.1% | +7.4% | +19.7% | +26.0% |
| 6M | +45.8% | -0.3% | +46.1% | +47.6% |
| YTD | +134.7% | -24.0% | +158.7% | +138.1% |
| 1Y | +106.0% | -29.6% | +135.6% | +116.1% |
| All | +106.0% | -31.3% | +137.4% | +116.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling