+195.3%
KLAC vs MPC
+203.2%
-8.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +10.0% | +11.2% | -1.3% | +7.2% |
| 30D | -14.8% | -14.5% | -0.3% | -12.0% |
| 3M | -27.2% | +16.7% | -43.8% | -30.3% |
| 6M | -17.5% | +67.6% | -85.0% | -28.2% |
| YTD | +25.8% | +157.9% | -132.1% | -7.8% |
| 1Y | +31.8% | +116.7% | -84.8% | +3.3% |
| 3Y | +195.3% | +199.8% | -4.5% | +100.5% |
| All | +195.3% | +203.2% | -8.0% | +100.5% |
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