+601.0%
MPC vs LNT
+55.9%
+545.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +11.2% | +1.0% | +10.2% | +11.0% |
| 30D | -14.5% | +9.6% | -24.1% | -16.2% |
| 3M | +16.7% | +5.4% | +11.3% | +15.3% |
| 6M | +67.6% | +3.1% | +64.4% | +65.8% |
| YTD | +157.9% | +16.5% | +141.4% | +147.1% |
| 1Y | +116.7% | +12.3% | +104.3% | +109.4% |
| 3Y | +199.8% | +70.3% | +129.4% | +159.2% |
| All | +601.0% | +55.9% | +545.1% | +516.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling