+2,968.0%
MPC vs LVS
+65.0%
+2,903.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -16.2% | +11.1% | -27.3% | -20.0% |
| 30D | -15.7% | +14.7% | -30.4% | -20.7% |
| 3M | +24.9% | -10.9% | +35.8% | +29.8% |
| 6M | +52.7% | -22.3% | +75.0% | +67.1% |
| YTD | +131.9% | -35.8% | +167.7% | +170.4% |
| 1Y | +96.6% | -33.5% | +130.1% | +125.6% |
| 3Y | +163.8% | -11.7% | +175.5% | +156.6% |
| 5Y | +533.1% | +2.6% | +530.5% | +421.2% |
| 10Y | +1,118.6% | -11.9% | +1,130.5% | +945.4% |
| All | +2,968.0% | +65.0% | +2,903.0% | +1,605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling