+254.1%
MP vs KMB
-3.9%
+258.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.8% | +4.9% |
| 7D | -10.5% | +0.5% | -11.0% | -10.5% |
| 30D | -23.5% | +12.4% | -35.9% | -23.2% |
| 3M | -25.4% | +1.0% | -26.4% | -25.4% |
| 6M | -51.3% | +12.1% | -63.4% | -51.1% |
| YTD | -29.9% | +11.6% | -41.5% | -29.8% |
| 1Y | -31.8% | +13.1% | -44.9% | -31.7% |
| 3Y | +127.0% | +1.6% | +125.4% | +128.7% |
| 5Y | -3.3% | -0.3% | -3.0% | -2.1% |
| All | +254.1% | -3.9% | +258.0% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling