+153.3%
MP vs KMX
-23.7%
+177.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.3% |
| 30D | +13.8% | +11.7% | +2.1% | +10.5% |
| 3M | -16.7% | +34.9% | -51.6% | -24.0% |
| 6M | -11.5% | +50.3% | -61.8% | -22.7% |
| YTD | +7.9% | +63.8% | -55.9% | -8.5% |
| 1Y | -15.0% | +3.8% | -18.9% | -19.6% |
| All | +153.3% | -23.7% | +177.0% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling