+31.8%
KLAC vs MPC
+113.7%
-81.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +10.0% | +11.2% | -1.3% | +10.0% |
| 30D | -14.8% | -14.5% | -0.3% | -16.5% |
| 3M | -27.2% | +16.7% | -43.8% | -26.2% |
| 6M | -17.5% | +67.6% | -85.0% | -11.4% |
| YTD | +25.8% | +157.9% | -132.1% | +36.3% |
| 1Y | +31.8% | +116.7% | -84.8% | +42.4% |
| All | +31.8% | +113.7% | -81.9% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling