+1,079.5%
MPC vs LSCC
+1,244.7%
-165.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -2.8% |
| 7D | -16.2% | +13.0% | -29.1% | -18.7% |
| 30D | -15.7% | -19.8% | +4.1% | -12.3% |
| 3M | +24.9% | -18.4% | +43.3% | +28.6% |
| 6M | +52.7% | -16.1% | +68.8% | +53.1% |
| YTD | +131.9% | +42.7% | +89.1% | +99.2% |
| 1Y | +96.6% | +68.0% | +28.6% | +61.4% |
| 3Y | +163.8% | +85.8% | +77.9% | +95.8% |
| 5Y | +533.1% | +28.0% | +505.1% | +381.0% |
| All | +1,079.5% | +1,244.7% | -165.2% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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