+64.9%
MPC vs LYB
-11.8%
+76.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.3% |
| 7D | +9.4% | +3.7% | +5.8% | +7.2% |
| 30D | -13.4% | +6.4% | -19.9% | -16.0% |
| 3M | +18.9% | +2.8% | +16.1% | +16.7% |
| 6M | +64.9% | -12.2% | +77.2% | +95.2% |
| All | +64.9% | -11.8% | +76.7% | +95.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling