+167.0%
MPC vs LDOS
+35.4%
+131.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.0% |
| 3M | +27.1% | +7.4% | +19.7% | +26.1% |
| 6M | +45.8% | -0.3% | +46.1% | +46.1% |
| YTD | +134.7% | -24.0% | +158.7% | +141.0% |
| 1Y | +106.0% | -29.6% | +135.6% | +113.3% |
| All | +167.0% | +35.4% | +131.6% | +131.3% |
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