+180.6%
MPC vs LVS
-12.9%
+193.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | -1.5% | +6.9% | +5.8% |
| 30D | +31.0% | -3.2% | +34.2% | +31.8% |
| 3M | +46.0% | -12.0% | +58.0% | +50.1% |
| 6M | +77.3% | -19.9% | +97.2% | +85.7% |
| YTD | +141.9% | -30.6% | +172.5% | +162.1% |
| 1Y | +120.9% | -17.7% | +138.7% | +126.7% |
| All | +180.6% | -12.9% | +193.6% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling