+3,101.0%
MPC vs LVS
+78.3%
+3,022.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | -1.5% | +6.9% | +6.1% |
| 30D | +31.0% | -3.2% | +34.2% | +32.5% |
| 3M | +46.0% | -12.0% | +58.0% | +53.1% |
| 6M | +77.3% | -19.9% | +97.2% | +91.7% |
| YTD | +141.9% | -30.6% | +172.5% | +175.3% |
| 1Y | +120.9% | -17.7% | +138.7% | +131.5% |
| 3Y | +182.7% | -14.2% | +196.9% | +179.7% |
| 5Y | +646.4% | +9.6% | +636.8% | +496.9% |
| 10Y | +1,138.7% | +5.7% | +1,133.1% | +894.8% |
| All | +3,101.0% | +78.3% | +3,022.7% | +1,636.2% |
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