+123.2%
MPC vs LVS
-16.6%
+139.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.3% |
| 7D | +3.9% | +0.3% | +3.5% | +3.8% |
| 30D | +33.8% | -3.9% | +37.7% | +34.0% |
| 3M | +49.9% | -12.9% | +62.7% | +51.4% |
| 6M | +80.9% | -16.9% | +97.9% | +83.0% |
| YTD | +147.4% | -31.2% | +178.7% | +155.6% |
| 1Y | +123.2% | -16.4% | +139.6% | +123.5% |
| All | +123.2% | -16.6% | +139.8% | +123.5% |
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