+1,079.5%
MPC vs LII
+162.0%
+917.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.6% |
| 7D | -16.2% | -0.6% | -15.6% | -16.2% |
| 30D | -15.7% | -4.6% | -11.1% | -15.1% |
| 3M | +24.9% | -21.2% | +46.1% | +33.6% |
| 6M | +52.7% | -36.4% | +89.1% | +72.2% |
| YTD | +131.9% | -28.9% | +160.8% | +146.5% |
| 1Y | +96.6% | -29.5% | +126.2% | +109.3% |
| 3Y | +163.8% | -8.6% | +172.4% | +135.7% |
| 5Y | +533.1% | +20.2% | +512.9% | +373.1% |
| All | +1,079.5% | +162.0% | +917.5% | +520.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling