+671.3%
MPC vs LYV
+95.6%
+575.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +1.2% | -4.2% | +5.4% | +2.1% |
| 30D | +17.0% | -7.2% | +24.2% | +18.6% |
| 3M | +49.5% | +1.5% | +47.9% | +48.6% |
| 6M | +83.5% | +2.7% | +80.8% | +81.2% |
| YTD | +144.1% | +19.4% | +124.7% | +132.0% |
| 1Y | +119.6% | -0.5% | +120.1% | +117.4% |
| 3Y | +168.1% | +110.1% | +57.9% | +119.8% |
| 5Y | +671.3% | +97.6% | +573.8% | +503.2% |
| All | +671.3% | +95.6% | +575.7% | +503.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling