+45.8%
MPC vs LII
-32.0%
+77.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -4.5% |
| 7D | -12.8% | +0.2% | -13.0% | -12.6% |
| 30D | -12.7% | -4.6% | -8.1% | -13.0% |
| 3M | +27.1% | -21.7% | +48.7% | +23.1% |
| 6M | +45.8% | -32.8% | +78.6% | +41.7% |
| All | +45.8% | -32.0% | +77.8% | +41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling