+540.9%
MPC vs LII
+22.0%
+518.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.6% |
| 7D | -12.8% | +0.2% | -13.0% | -12.8% |
| 30D | -12.7% | -4.6% | -8.1% | -12.5% |
| 3M | +27.1% | -21.7% | +48.7% | +30.6% |
| 6M | +45.8% | -32.8% | +78.6% | +51.7% |
| YTD | +134.7% | -27.5% | +162.2% | +139.6% |
| 1Y | +106.0% | -28.0% | +134.0% | +110.4% |
| 3Y | +165.5% | -7.2% | +172.7% | +155.6% |
| 5Y | +540.9% | +22.6% | +518.3% | +459.5% |
| All | +540.9% | +22.0% | +518.9% | +459.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling