+8,043.4%
KLAC vs MPC
+2,977.1%
+5,066.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | +5.4% | +0.3% | +4.0% |
| 30D | -3.6% | +31.0% | -34.6% | -11.5% |
| 3M | -12.8% | +46.0% | -58.8% | -22.8% |
| 6M | +26.1% | +77.3% | -51.3% | +3.9% |
| YTD | +53.3% | +141.9% | -88.6% | +13.9% |
| 1Y | +113.7% | +120.9% | -7.2% | +62.9% |
| 3Y | +274.9% | +182.7% | +92.2% | +159.2% |
| 5Y | +470.1% | +646.4% | -176.3% | +185.7% |
| 10Y | +2,997.0% | +1,138.7% | +1,858.3% | +1,128.8% |
| All | +8,043.4% | +2,977.1% | +5,066.3% | +2,165.6% |
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