+259.1%
MP vs KMB
-3.5%
+262.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.1% | -9.2% | -4.9% |
| 7D | -12.5% | +0.4% | -12.9% | -12.5% |
| 30D | -23.3% | +14.0% | -37.4% | -22.9% |
| 3M | -24.4% | -1.3% | -23.0% | -24.4% |
| 6M | -45.8% | +16.7% | -62.4% | -45.6% |
| YTD | -28.9% | +12.0% | -40.9% | -28.8% |
| 1Y | -34.6% | +13.6% | -48.2% | -34.4% |
| 3Y | +118.7% | +3.1% | +115.6% | +120.7% |
| 5Y | -3.1% | +0.8% | -3.8% | -1.4% |
| All | +259.1% | -3.5% | +262.6% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling