+127.0%
MP vs KMX
-22.6%
+149.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.1% | +5.5% |
| 7D | -10.5% | -7.4% | -3.1% | -8.7% |
| 30D | -23.5% | -3.4% | -20.2% | -22.9% |
| 3M | -25.4% | -11.3% | -14.1% | -23.3% |
| 6M | -51.3% | +30.6% | -81.8% | -55.9% |
| YTD | -29.9% | +33.2% | -63.1% | -37.8% |
| 1Y | -31.8% | +66.7% | -98.5% | -43.7% |
| 3Y | +127.0% | -22.1% | +149.0% | +104.1% |
| All | +127.0% | -22.6% | +149.5% | +104.1% |
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