+117.2%
MPC vs LYV
+25.0%
+92.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -7.8% |
| 7D | -10.9% | +6.2% | -17.1% | -10.1% |
| 30D | -9.4% | +7.3% | -16.7% | -8.5% |
| 3M | +26.0% | -0.3% | +26.2% | +26.3% |
| 6M | +56.5% | +16.2% | +40.3% | +59.6% |
| YTD | +144.3% | +28.5% | +115.7% | +148.2% |
| 1Y | +117.2% | +21.5% | +95.7% | +121.4% |
| All | +117.2% | +25.0% | +92.3% | +121.4% |
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