+180.6%
MPC vs LII
+5.3%
+175.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.2% |
| 7D | +5.4% | -0.7% | +6.2% | +5.5% |
| 30D | +31.0% | -12.6% | +43.6% | +32.7% |
| 3M | +46.0% | -24.4% | +70.5% | +49.5% |
| 6M | +77.3% | -28.7% | +106.0% | +83.7% |
| YTD | +141.9% | -19.1% | +161.1% | +142.8% |
| 1Y | +120.9% | -29.7% | +150.6% | +128.1% |
| All | +180.6% | +5.3% | +175.3% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling