+2,249.0%
KLAC vs MPC
+1,165.8%
+1,083.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.6% | +4.7% | +7.7% |
| 7D | -1.1% | -9.4% | +8.3% | +2.4% |
| 30D | -22.6% | -14.3% | -8.3% | -18.6% |
| 3M | -23.5% | +31.1% | -54.6% | -30.9% |
| 6M | -18.8% | +60.3% | -79.1% | -32.0% |
| YTD | +25.0% | +142.5% | -117.5% | -11.4% |
| 1Y | +27.5% | +104.6% | -77.0% | -4.0% |
| 3Y | +206.1% | +191.7% | +14.4% | +97.5% |
| 5Y | +281.0% | +549.2% | -268.2% | +78.1% |
| 10Y | +2,249.0% | +1,106.2% | +1,142.8% | +777.1% |
| All | +2,249.0% | +1,165.8% | +1,083.2% | +777.1% |
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