+113.2%
MPC vs LVS
-39.8%
+153.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.3% |
| 7D | +9.4% | -3.9% | +13.3% | +9.1% |
| 30D | -13.4% | +7.1% | -20.5% | -13.3% |
| 3M | +18.9% | -13.2% | +32.1% | +19.3% |
| 6M | +64.9% | -22.8% | +87.7% | +66.0% |
| YTD | +156.8% | -38.0% | +194.8% | +159.6% |
| 1Y | +113.2% | -39.5% | +152.6% | +117.0% |
| All | +113.2% | -39.8% | +153.0% | +117.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling