+445.3%
MP vs KMB
-6.9%
+452.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.3% |
| 7D | -2.9% | -3.0% | +0.2% | -3.0% |
| 30D | +13.8% | -5.5% | +19.3% | +13.5% |
| 3M | -16.7% | +14.0% | -30.7% | -16.6% |
| 6M | -11.5% | +4.1% | -15.6% | -11.7% |
| YTD | +7.9% | +8.0% | -0.1% | +8.0% |
| 1Y | -15.0% | -13.7% | -1.3% | -16.3% |
| 3Y | +153.5% | -5.9% | +159.5% | +153.2% |
| 5Y | +58.7% | -8.6% | +67.3% | +56.9% |
| All | +445.3% | -6.9% | +452.2% | +478.2% |
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