+120.9%
MPC vs LYV
+6.6%
+114.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.1% |
| 7D | +5.4% | -4.5% | +9.9% | +5.0% |
| 30D | +31.0% | -5.5% | +36.4% | +30.3% |
| 3M | +46.0% | +7.8% | +38.3% | +47.2% |
| 6M | +77.3% | +9.4% | +67.9% | +79.4% |
| YTD | +141.9% | +21.8% | +120.2% | +143.6% |
| 1Y | +120.9% | +6.5% | +114.5% | +121.6% |
| All | +120.9% | +6.6% | +114.3% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling