-16.7%
MP vs KMB
+12.6%
-29.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +0.2% |
| 7D | -2.9% | -3.0% | +0.2% | -5.2% |
| 30D | +13.8% | -5.5% | +19.3% | +8.5% |
| 3M | -16.7% | +14.0% | -30.7% | +2.3% |
| All | -16.7% | +12.6% | -29.2% | +2.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling