+3,174.0%
MPC vs LYV
+1,452.4%
+1,721.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.0% | +3.0% |
| 7D | +3.9% | -3.8% | +7.7% | +5.5% |
| 30D | +33.8% | -5.7% | +39.4% | +36.9% |
| 3M | +49.9% | +6.9% | +43.0% | +44.7% |
| 6M | +80.9% | +9.2% | +71.8% | +70.8% |
| YTD | +147.4% | +19.6% | +127.8% | +123.1% |
| 1Y | +123.2% | +0.6% | +122.6% | +115.4% |
| 3Y | +171.7% | +110.6% | +61.1% | +81.1% |
| 5Y | +678.6% | +96.6% | +581.9% | +389.4% |
| 10Y | +1,134.0% | +546.4% | +587.7% | +316.5% |
| All | +3,174.0% | +1,452.4% | +1,721.6% | +624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling