+1,120.5%
MPC vs LYB
+49.7%
+1,070.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.5% |
| 7D | +1.2% | -0.7% | +1.9% | +1.7% |
| 30D | +17.0% | +1.5% | +15.4% | +15.4% |
| 3M | +49.5% | -0.3% | +49.7% | +48.7% |
| 6M | +83.5% | +0.1% | +83.5% | +79.5% |
| YTD | +144.1% | +53.4% | +90.7% | +76.2% |
| 1Y | +119.6% | +25.6% | +93.9% | +78.7% |
| 3Y | +168.1% | -21.3% | +189.4% | +194.1% |
| 5Y | +671.3% | -2.4% | +673.8% | +602.7% |
| All | +1,120.5% | +49.7% | +1,070.9% | +664.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling