+1,174.7%
MPC vs LVS
+0.3%
+1,174.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | +3.2% | -2.7% | +5.9% | +4.4% |
| 30D | +25.0% | -4.7% | +29.7% | +27.3% |
| 3M | +55.2% | -15.6% | +70.7% | +65.7% |
| 6M | +86.4% | -18.6% | +105.0% | +100.6% |
| YTD | +148.5% | -32.3% | +180.7% | +186.4% |
| 1Y | +121.7% | -18.0% | +139.7% | +132.6% |
| 3Y | +172.9% | -5.8% | +178.7% | +157.8% |
| 5Y | +679.9% | +5.7% | +674.2% | +520.4% |
| 10Y | +1,174.7% | 0.0% | +1,174.7% | +923.4% |
| All | +1,174.7% | +0.3% | +1,174.4% | +923.4% |
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