+6,612.6%
KLAC vs MPC
+2,982.2%
+3,630.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -2.1% | -8.8% | +6.8% | +0.9% |
| 30D | -21.8% | -14.4% | -7.4% | -18.2% |
| 3M | -20.5% | +21.9% | -42.5% | -25.6% |
| 6M | -18.0% | +60.1% | -78.1% | -29.8% |
| YTD | +26.4% | +142.3% | -115.9% | -6.6% |
| 1Y | +26.3% | +101.7% | -75.4% | -1.2% |
| 3Y | +193.3% | +184.8% | +8.5% | +101.8% |
| 5Y | +297.2% | +564.6% | -267.4% | +105.5% |
| 10Y | +2,288.0% | +1,098.3% | +1,189.7% | +851.4% |
| All | +6,612.6% | +2,982.2% | +3,630.3% | +1,757.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling