+1,131.4%
MPC vs LYV
+564.6%
+566.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.8% | -1.9% | +3.7% | +2.6% |
| 30D | +14.0% | -8.2% | +22.2% | +17.9% |
| 3M | +52.2% | -1.3% | +53.5% | +52.2% |
| 6M | +75.8% | +2.6% | +73.2% | +70.9% |
| YTD | +146.3% | +19.4% | +126.9% | +122.2% |
| 1Y | +120.8% | -2.2% | +123.0% | +116.1% |
| 3Y | +172.6% | +106.0% | +66.6% | +82.7% |
| 5Y | +678.2% | +97.7% | +580.6% | +379.1% |
| All | +1,131.4% | +564.6% | +566.8% | +333.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling