+1,171.8%
MPC vs LVS
-10.5%
+1,182.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.7% |
| 7D | +11.2% | -0.8% | +12.1% | +11.5% |
| 30D | -14.5% | +10.0% | -24.5% | -18.3% |
| 3M | +16.7% | -11.0% | +27.7% | +21.3% |
| 6M | +67.6% | -20.1% | +87.7% | +81.5% |
| YTD | +157.9% | -36.3% | +194.3% | +202.8% |
| 1Y | +116.7% | -36.8% | +153.5% | +155.0% |
| 3Y | +199.8% | -9.5% | +209.3% | +186.3% |
| 5Y | +604.4% | +9.3% | +595.1% | +444.0% |
| All | +1,171.8% | -10.5% | +1,182.3% | +999.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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