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  • MPC vs LNT✓SelectedUSD · LNTMPC vs LNT performance historyLatest closeAs of+0.42%09/09
Stock and ETF performance explorer

MPC vs LNT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,174.7%
LNT return
+140.9%
Excess return
+1,033.8%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLNTExcessAlpha
1D+0.4%-1.1%+1.5%+0.9%
7D+3.2%+0.2%+3.0%+3.1%
30D+25.0%-0.5%+25.6%+25.3%
3M+55.2%-5.5%+60.7%+58.5%
6M+86.4%-3.8%+90.2%+88.1%
YTD+148.5%+6.8%+141.6%+138.5%
1Y+121.7%+9.3%+112.4%+110.2%
3Y+172.9%+47.9%+124.9%+119.5%
5Y+679.9%+31.6%+648.3%+551.6%
10Y+1,174.7%+150.1%+1,024.6%+794.4%
All+1,174.7%+140.9%+1,033.8%+794.4%

Cumulative growth

Daily Returns

Daily percentage return beside LNT.

Daily Out/Under-Performance

Portfolio return minus LNT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LNT 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 LNT 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