+642.2%
MPC vs LDOS
+43.9%
+598.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +5.4% | -5.4% | +10.9% | +6.7% |
| 30D | +31.0% | +4.9% | +26.1% | +29.5% |
| 3M | +46.0% | +7.2% | +38.8% | +43.6% |
| 6M | +77.3% | -24.2% | +101.6% | +89.2% |
| YTD | +141.9% | -25.8% | +167.7% | +157.9% |
| 1Y | +120.9% | -24.7% | +145.6% | +133.8% |
| 3Y | +182.7% | +39.3% | +143.4% | +128.8% |
| All | +642.2% | +43.9% | +598.3% | +489.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling