+175.1%
MPC vs LYB
-22.2%
+197.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +3.2% | -3.1% | +6.3% | +4.7% |
| 30D | +25.0% | +4.0% | +21.0% | +22.4% |
| 3M | +55.2% | +2.4% | +52.7% | +52.8% |
| 6M | +86.4% | -1.4% | +87.8% | +86.0% |
| YTD | +148.5% | +53.9% | +94.5% | +98.7% |
| 1Y | +121.7% | +26.1% | +95.6% | +94.8% |
| All | +175.1% | -22.2% | +197.2% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling