+1,135.3%
MPC vs LVS
-12.1%
+1,147.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.9% | +4.0% |
| 7D | +2.6% | -1.3% | +3.8% | +3.0% |
| 30D | -12.2% | +12.2% | -24.4% | -16.7% |
| 3M | +20.1% | -11.3% | +31.4% | +25.0% |
| 6M | +60.6% | -21.6% | +82.2% | +75.4% |
| YTD | +150.6% | -36.6% | +187.2% | +194.8% |
| 1Y | +104.7% | -38.4% | +143.0% | +143.6% |
| 3Y | +194.5% | -10.2% | +204.7% | +182.2% |
| 5Y | +582.3% | +9.4% | +572.9% | +426.4% |
| 10Y | +1,135.3% | -11.3% | +1,146.6% | +970.7% |
| All | +1,135.3% | -12.1% | +1,147.3% | +970.7% |
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