+3,132.1%
MPC vs LDOS
+561.6%
+2,570.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.7% | -8.8% | -8.4% |
| 7D | -10.9% | -2.8% | -8.1% | -9.9% |
| 30D | -9.4% | +13.6% | -23.0% | -14.9% |
| 3M | +26.0% | +4.2% | +21.7% | +22.5% |
| 6M | +56.5% | -8.2% | +64.7% | +59.7% |
| YTD | +144.3% | -24.1% | +168.4% | +169.0% |
| 1Y | +117.2% | -31.2% | +148.5% | +150.9% |
| 3Y | +176.3% | +35.0% | +141.3% | +113.3% |
| 5Y | +590.5% | +52.6% | +537.9% | +384.5% |
| 10Y | +1,183.8% | +261.9% | +922.0% | +535.7% |
| All | +3,132.1% | +561.6% | +2,570.6% | +1,019.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling