+184.3%
KLAC vs MPC
+160.2%
+24.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +7.0% |
| 7D | -12.3% | -16.2% | +3.9% | -8.6% |
| 30D | -29.6% | -15.7% | -13.9% | -27.0% |
| 3M | -28.2% | +24.9% | -53.1% | -32.6% |
| 6M | -23.6% | +52.7% | -76.2% | -32.1% |
| YTD | +14.4% | +131.9% | -117.5% | -14.0% |
| 1Y | +15.4% | +96.6% | -81.2% | -7.7% |
| 3Y | +184.3% | +163.8% | +20.5% | +99.0% |
| All | +184.3% | +160.2% | +24.1% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling