+173.4%
MPC vs LNT
+50.5%
+122.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +5.4% | -0.1% | +5.5% | +5.5% |
| 30D | +31.0% | -3.2% | +34.1% | +31.6% |
| 3M | +46.0% | -4.1% | +50.1% | +46.5% |
| 6M | +77.3% | -4.6% | +81.9% | +77.8% |
| YTD | +141.9% | +7.0% | +134.9% | +135.8% |
| 1Y | +120.9% | +8.3% | +112.6% | +114.6% |
| All | +173.4% | +50.5% | +122.9% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling