-7.8%
MP vs KMB
+1.5%
-9.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.6% | -6.1% |
| 7D | -19.0% | +0.4% | -19.4% | -19.0% |
| 30D | -30.5% | +14.1% | -44.6% | -31.0% |
| 3M | -29.6% | -0.5% | -29.1% | -29.6% |
| 6M | -50.4% | +16.6% | -67.0% | -51.2% |
| YTD | -33.2% | +13.7% | -46.9% | -34.2% |
| 1Y | -38.6% | +16.1% | -54.6% | -39.7% |
| 3Y | +105.5% | +4.7% | +100.8% | +101.3% |
| 5Y | -7.8% | +1.5% | -9.4% | -6.3% |
| All | -7.8% | +1.5% | -9.3% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling