+35.9%
KLAC vs MPC
+107.1%
-71.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.8% | +5.2% |
| 7D | +7.5% | +2.6% | +4.9% | +7.3% |
| 30D | -15.3% | -12.2% | -3.1% | -16.4% |
| 3M | -19.6% | +20.1% | -39.7% | -18.1% |
| 6M | -12.5% | +60.6% | -73.1% | -6.6% |
| YTD | +33.0% | +150.6% | -117.6% | +42.7% |
| 1Y | +35.9% | +104.7% | -68.7% | +46.0% |
| All | +35.9% | +107.1% | -71.1% | +46.0% |
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