+180.6%
MPC vs LDOS
+39.7%
+140.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +5.4% | -5.4% | +10.9% | +6.1% |
| 30D | +31.0% | +4.9% | +26.1% | +30.3% |
| 3M | +46.0% | +7.2% | +38.8% | +45.3% |
| 6M | +77.3% | -24.2% | +101.6% | +83.9% |
| YTD | +141.9% | -25.8% | +167.7% | +150.4% |
| 1Y | +120.9% | -24.7% | +145.6% | +127.9% |
| All | +180.6% | +39.7% | +140.9% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling