+104.7%
MPC vs LVS
-37.4%
+142.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.9% | +3.3% |
| 7D | +2.6% | -1.3% | +3.8% | +2.5% |
| 30D | -12.2% | +12.2% | -24.4% | -11.9% |
| 3M | +20.1% | -11.3% | +31.4% | +20.7% |
| 6M | +60.6% | -21.6% | +82.2% | +61.9% |
| YTD | +150.6% | -36.6% | +187.2% | +153.8% |
| 1Y | +104.7% | -38.4% | +143.0% | +109.3% |
| All | +104.7% | -37.4% | +142.1% | +109.3% |
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