+2,986.0%
KLAC vs MPC
+1,153.9%
+1,832.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +6.2% | +3.2% | +3.0% | +5.0% |
| 30D | -5.0% | +25.0% | -30.0% | -12.1% |
| 3M | -14.4% | +55.2% | -69.6% | -26.9% |
| 6M | +28.3% | +86.4% | -58.1% | +1.5% |
| YTD | +51.1% | +148.5% | -97.4% | +6.9% |
| 1Y | +100.4% | +121.7% | -21.3% | +47.2% |
| 3Y | +276.3% | +172.9% | +103.5% | +150.0% |
| 5Y | +452.1% | +679.9% | -227.9% | +143.0% |
| 10Y | +2,986.0% | +1,174.7% | +1,811.3% | +988.2% |
| All | +2,986.0% | +1,153.9% | +1,832.0% | +988.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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